Data Analysis and Simulation for Financial Engineers
Download as PDF
Overview
Subject area
MTH
Catalog Number
4600
Course Title
Data Analysis and Simulation for Financial Engineers
Department(s)
Description
This "capstone" course for financial engineering majors brings to life their sophisticated mathematical background (in probability, stochastic processes, statistics, and financial mathematics) by connecting it to hands-on analysis of data and simulation techniques needed for real world financial engineering applications. Course topics include time series analysis, Markov Chain Monte Carlo methods, hidden Markov models, portfolio risk management. MTH 4600 can be used as an elective within the math minor, as a required course within the proposed financial engineering major, or as a general elective for the BA, BBA, or BS degrees.Prerequisite: MTH 4125, MTH 4130, MTH 4500.
Typically Offered
Fall, Spring, Summer
Academic Career
Undergraduate
Liberal Arts
Yes
Credits
Minimum Units
4
Maximum Units
4
Academic Progress Units
4
Repeat For Credit
No
Components
Name
Lecture
Hours
4
Requisites
025590