Course Catalog - 2021-2022

     

CAAM 467 - OPT METHODS IN FINANCE

Long Title: OPTIMIZATION METHODS IN FINANCE
Department: Computational & Applied Math
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
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. Mutually Exclusive: Cannot register for CAAM 467 if student has credit for INDE 567.