CFRM 405
Mathematical Methods for Quantitative Finance
Covers selected mathematical methods needed to begin a master's program in quantitative finance. Topics include applications of calculus, linear algebra, and constrained optimization methods to fixed income, portfolio optimization, futures, options, and risk management. Prerequisite: either AMATH 352, MATH 136, or MATH 208.
Topics
- applications of calculus
- linear algebra
- and constrained optimization methods to fixed income
- portfolio optimization
- futures
- options
- and risk management
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗Current public catalogue; retrieved 2026-11-05