The University of Texas at Austin 3 credits Risk Management
Explores quantitative methods and techniques in optimization and simulation, and their use in financial decision making. Discusses theory and application in portfolio selection, options and other derivative pricing, index tracking, risk measures, volatility estimating. Specific topics will include linear, quadratic, nonlinear, and integer programming; dynamic programming; robust optimization; Monte Carlo methods and variance reduction techniques. Emphasis will be placed on problem solving with advanced computational programming languages. Three lecture hours a week for one semester. Pre/Corequisites: Upper-division standing.
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