Course Schedule and Catalog
Course Catalog - 2024-2025
CMOR 462 - OPT METHODS IN FINANCE
Long Title: OPTIMIZATION METHODS IN FINANCE
Department: Comp Appl Math Operations Rsch
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Undergraduate Professional
Visiting Undergraduate
Undergraduate
Prerequisite(s): CAAM 378 OR CMOR 360
Description: Portfolio optimization and asset allocation models. Risk management and option pricing. Deterministic and stochastic optimization approaches, as well as linear and nonlinear approaches will be used to model decisions arising in finance. Graduate/Undergraduate Equivalency: INDE 567.