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| 1231-3380 | Financial Engineering | ||||||||||||||||||||||||||||||||||
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| FACULTY OF MANAGEMENT | |||||||||||||||||||||||||||||||||||
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University credit hours: 2.0
Course description
1 Semester Unit
Prerequisite: Introduction to Finance
This course concentrates on building financial models for: 1. Portfolios, 2. Investments using Monte Carlo methods, 3. Term structure. Excel is used for all computations, homeworks, and the exam. There will be some use of VBA as a programming vehicle. If you have a solid grounding in finance and can use Excel, the course should be fully self-contained.
Prerequisite: Introduction to Finance
This course concentrates on building financial models for: 1. Portfolios, 2. Investments using Monte Carlo methods, 3. Term structure. Excel is used for all computations, homeworks, and the exam. There will be some use of VBA as a programming vehicle. If you have a solid grounding in finance and can use Excel, the course should be fully self-contained.