Dec 01, 2023  
2016-2017 Undergraduate Catalog 
2016-2017 Undergraduate Catalog [ARCHIVED CATALOG]

FIN 475. Financial Modeling and Risk Analysis

This course will introduce students to practical methods used to identify, quantify, predict, value, diversify and manage risk in the financial environment. Students will use sensitivity analysis, Monte Carlo and Latin Hypercube simulations, bootstrapping, time series forecasting and dynamic optimization techniques as applied to capital budgeting and structure, pro forma financial statements, multi-objective portfolio allocation, discounted cash flow analysis and real options. Prerequisites: FIN 365  and FIN 371