This course is an introduction to applied computational methods for finance and the valuation of financial firms and elements of capital structure: equity, bonds, and options and additional methods for optimization of securities portfolios and hedging risk. We emphasize implementation and use selected models. Aimed at providing the necessary technical and analytical skills useful for graduate school work, working in financial firms or investment banks.
Code
BA4020
Name
COMPUTATIONAL FINANCE
Credits
4
Pre-requisites
BA3010 AND (MA1020CCM OR MA1020GE120)
Co-requisites
None
Can be taken twice for credit?
No
Discipline
BA (Business)
Level
Undergraduate
Type
Regular
CAMS ID
2525
Last update with CAMS
Build Pro-forma financial statement models, and value firms.
Price options. Price greeks.
Manage delta, gamma and theta of an options book.
Optimize portfolios of securities.
Price bonds
Build convex portfolios of bonds.
| Term | Code | Name |
|---|---|---|
| Spring 2021 | BA4020 | COMPUTATIONAL FINANCE |