Aug 09, 2022  
Undergraduate Record 2017-2018 
Undergraduate Record 2017-2018 [ARCHIVED RECORD]

COMM 3721 - Quantitative Finance

Half the course is focused on fundamental programming concepts using Visual Basic (VBA) applied to financial models. The other half of the course covers option basics, pricing using both the Black-Scholes and binomial models, basic linear algebra concepts (matrices, inversion, solving systems of linear equations), derivative valuation using state prices and risk-neutral probabilities.

Credits: 1.5