Courses of Study 2013-2014 
    
    Sep 22, 2018  
Courses of Study 2013-2014 [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 2240  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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