Courses of Study 2020-2021 
    
    Dec 07, 2021  
Courses of Study 2020-2021 [ARCHIVED CATALOG]

Add to Favorites (opens a new window)

AEM 4060 - Risk Simulation and Monte Carlo Methods


     
Spring. 3 credits. Letter grades only.

Prerequisite: AEM 2240 , AEM 2100  or equivalents, working knowledge of Excel, or permission of instructor. Enrollment limited to: undergraduate students. Co-meets with AEM 6061 .

C.G. 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 to solve a variety of problems in finance.



Add to Favorites (opens a new window)