QTM 3625-01 - FINANCIAL SIMULATION

Academic Period:

Fall 2025

Section:

QTM 3625-01 - FINANCIAL SIMULATION

Title:

FINANCIAL SIMULATION

Meeting Patterns:

Tue | 18:30 - 21:30

Locations:

Olin Hall 101 Can be several values or empty

Start Date:

Tuesday, August 26, 2025 Date format can be changed

End Date:

Friday, December 12, 2025 Date format can be changed

Instructor Name:

Terry Reilly

Instructor Email:

reilly@babson.edu

Academic Unit:

MAST - Mathematics, Analytics, Science and Technology

Academic Level:

Undergraduate

Maximum Credits:

4

Delivery Mode:

In-Person

Allowed Grading Bases:

Graded

Section Status:

Open

Enrollment Count:

26

Section Capacity:

30

Description:

QTM3625 Financial Modeling Using Simulation and Optimization with Applications to Finance, Marketing, and Management 4 Advanced Liberal Arts Credits This course is an introduction to quantitative techniques that enable marketing, finance, and management professionals to make optimal decisions under uncertainty. While theoretical background for these techniques is provided, the focus is on their applications and mastering software that is widely used in industry, such as Excel, Solver, @RISK, and MATLAB. Topics include simulation of important probability distributions, bootstrapping, random walks, linear and nonlinear optimization. Lectures draw on examples such as asset allocation under different definitions of risk; index tracking; scenario approaches to project and portfolio management; hedging and arbitrage; and derivative pricing. Prerequisites: AQM2000

HTML Description:

QTM3625 Financial Modeling Using Simulation and Optimization with Applications to Finance, Marketing, and Management
4 Advanced Liberal Arts Credits

This course is an introduction to quantitative techniques that enable marketing, finance, and management professionals to make optimal decisions under uncertainty. While theoretical background for these techniques is provided, the focus is on their applications and mastering software that is widely used in industry, such as Excel, Solver, @RISK, and MATLAB. Topics include simulation of important probability distributions, bootstrapping, random walks, linear and nonlinear optimization. Lectures draw on examples such as asset allocation under different definitions of risk; index tracking; scenario approaches to project and portfolio management; hedging and arbitrage; and derivative pricing.

Prerequisites: AQM2000

Format:

In-Person Can be several values or empty

Session:

Full Session Can be several values or empty

Elective:

Advanced Elective (UGrad) Can be several values or empty

Program:

Advanced Liberal Arts (UGrad), , Can be several values or empty