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MBA 6367 - Investment Management Statistics

Credits: 3 Class: 3 Lab: 0
Prerequisite(s): Acceptance to the MBA Program or the Graduate Certificate Program in Finance.
This interdisciplinary course encompasses both finance and mathematics. Students enrolled in the course will utilize extremely large data sets for the prediction of forecasts. Students will use commercial software (e.g., Bloomberg) to data mine and analyze simulated portfolios. In addition, students will learn various quantitative methods that can be used to solve financial problems. Arbitrage pricing of financial assets, pricing of stock options, risk assessment, and portfolio decisions are studied in continuous and discrete time.
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