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CMOR 462

OPTIMIZATION METHODS IN FINANCE

Credit Hours: 3 · Undergraduate Upper-Level

Portfolio optimization and asset allocation models. Risk management and option pricing. Deterministic and stochastic optimization approaches, as well as linear and nonlinear approaches will be used to model decisions arising in finance. Graduate/Undergraduate Equivalency: INDE 567 .

Prerequisites & course information

Short Title: OPT METHODS IN FINANCE Department: Comp Appl Math Operations Rsch Grade Mode: Standard Letter Course Type: Lecture Credit Hours: 3 Restrictions: Enrollment is limited to Undergraduate, Undergraduate Professional or Visiting Undergraduate level students. Course Level: Undergraduate Upper-Level Prerequisite(s): CAAM 378 or CMOR 360

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