Feb 05, 2025  
2013-2014 Academic Catalog 
    
2013-2014 Academic Catalog [Published Catalog]

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FINC 517/5352  -  Financial Modeling (3 cr.)



Description
The course shows how Learn to understand important mathematical models used in finance today including: (1) Deterministic Cash Flow Streams, (2) Fixed Income Securities: duration and convexity, (3) Term structure of interest rates, (4) capital budgeting, dynamic cash flows, (5) Additional options topics , and how to use state of the art optimization and simulation software including : (1)The Excel Solver for Optimization, (2) RISK for Monte Carlo Simulation, (3) Precision Tree for Decision Tree analysis, (4) The GAMS algebraic modeling language.
 


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