Undergraduate Catalog

MATH 425 Financial Portfolio Management

This course concerns making sound financial decisions in an uncertain world. Increasingly, financial decision-makers are depending on optimization techniques to guide them in their decisions. Topics to be covered will include asset/liability management, option pricing and hedging, risk management, and portfolio selection. Optimization techniques to be covered will include linear and nonlinear programming, integer programming, dynamic programming, and stochastic programming

Credits

3

Prerequisite

MATH 412