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CS 397D Financial Computing

Course Description: This course integrates computing and finance with an experiential perspective to provide the students analytical and quantitative skills needed for sound financial decision-making and product creation. The course will emphasize creative problem solving of mathematical models and innovative numerical algorithms for financial scenarios such as derivatives valuation, portfolio allocation, hedging strategies and fixed income analysis.


4 credits


CS 241 Min Grade C and MAT 131 Min Grade D and MAT 137 Min Grade D