Data Analysis and Simulation for Financial Engineers
Overview
Description
This "capstone" course for financial engineering majors brings to life their sophisticated mathematical background (in probability, stochastic processes, statistics, and financial mathematics) by connecting it to hands-on analysis of data and simulation techniques needed for real world financial engineering applications. Course topics include time series analysis, Markov Chain Monte Carlo methods, hidden Markov models, portfolio risk management. MTH 4600 can be used as an elective within the math minor, as a required course within the proposed financial engineering major, or as a general elective for the BA, BBA, or BS degrees.Prerequisite: MTH 4125, MTH 4130, MTH 4500.
Career
Undergraduate
Credits
Value
4
Max
4
Min
4
Course Count
1
Number Of Credits
4
Number Of Repeats
1
Repeatable
No
Contact Use
Yes
Generate Attendance
No
Left Use
Yes
Present Use
Yes
Reason Use
Yes
Tardy Use
Yes
Template Override
No
Time Use
Yes
Attendance Type
Class Meeting
Auto Create
No
Code
LEC
Instructor Contact Hours
4
Default Section Size
30
Final Exam Type
Yes
Include in Dynamic Date Calc
No
Instruction Mode
In Person
LMS File Type
Blackboard CourseInfo 4
Name
Lecture
OEE Workload Hours
0
Optional Component
No
Preferred Room Features
Academic Scheduling
Workload Hours
4