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QTM9505

FINANCIAL SIMULATION

QTM9505

Course Description:

QTM9505 Financial Simulation
1.5 credit Intensive Elective

This course focuses on a quantitative technique, simulation, that enables finance professionals to make informed decisions under uncertainty. After taking this course, students will:
(a) have a basic understanding of the theoretical background for this technique; (b) have experienced implementing simulation models with Excel, @RISK, and VBA; (c) have used simulation in important financial applications such as new product development, capital budgeting under uncertainty, asset allocation under different definitions of risk, modeling asset price dynamics, derivative pricing, and hedging.

Prerequisite:
Evening: QTM8200 or QTM8400 or QTM72000
Fast Track: MBA7335 or (ECN7201 and MIS7200)
One Year: MBA7210 or QTM7200
Two Year: MBA7320 or QTM7301 or QTM7200

Department:

Math and Science

Course Level:

MSBA Elective (Grad)

Course Credits:

1.5

Course Programs:

Graduate