Jan 23, 2025  
Undergraduate Record 2018-2019 
    
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Undergraduate Record 2018-2019 [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: 1.50