BUFN 735 |
| Business School Home Page |
| Course Description | |
| Introduces and applies various computational techniques useful in management of equities and fixed income portfolios, valuation of financial derivatives, such as stock options, valuation of fixed income securities and their derivatives. Techniques include portfolio Monte Carlo Simulation, binomial and Black-Scholes option pricing models, value at risk and stochastic processes. |
| Syllabus | |