FINA 6432 — Fundamentals of Financial Math and Financial Markets
4 semester hoursGraduateLecture
Introduces the essential mathematical tools required for modern finance and their application in a high-level programming language. Emphasizes both theoretical concepts and empirical evidence crucial for informed investment decisions. Key topics include linear algebra, calculus (single and multivariable), optimization theory, probability, statistics, and stochastic processes. Empirical subjects include the present value of money, the capital asset pricing model, mean-variance optimization, asset price dynamics, and option pricing.