Courses of Study 2012-2013 
    Sep 29, 2020  
Courses of Study 2012-2013 [ARCHIVED CATALOG]

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AEM 4060 - Risk Simulation and Optimization

Spring. 3 credits. Letter grades only.

Prerequisite: working knowledge of Excel. At least one course equivalent to AEM 3240  or AEM 4050  and at least one course in statistics or permission of instructor.

C. Turvey.

This is a computer-based course that deals with the concepts of randomness and risk in financial management, capital budgeting, stock valuations, derivatives, and investment portfolios. The focus of the course is on applying realistic probability using Monte Carlo simulation and optimization to a variety of problems in finance.

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