FINC 7200X Quantitative Method in Finance

45 hours; 3 credits

This course introduces quantitative methods that are applicable in several areas of Finance and presents concepts and methodologies applied to finance theories and applications. Mathematical concepts and methods discussed are precalculus, calculus, and probability and statistics. Applications include simple and compound interest, annuities and mortgages, forward and futures contracts, bond pricing and duration and convexity, option pricing and strategies, solution of equations of value, optimization, volatility, elementary portfolio theory, Black Scholes option pricing, Binomial Option Pricing, and statistical inference.

Prerequisite: One undergraduate course in mathematics and one undergraduate course in statistics or equivalent

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