Apr 17, 2021  
2019-2020 Undergraduate Catalog 
2019-2020 Undergraduate Catalog [ARCHIVED CATALOG]

FIN 475. Financial Modeling and Risk Analysis

The purpose of this course is to introduce students to practical methods used to identify, quantify, predict, value, diversify, and manage risk in the financial environment. Students 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.  Prerequisite: FIN 365   and FIN 371 .