Advanced mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from advanced probability and mathematics are introduced as needed.
Requisites
Prerequisites:
MATH 2403 (Min. Grade: D) and (ISYE 6759 (Min. Grade: D) or MATH 6759 (Min. Grade: D))
Restrictions:
Cannot be enrolled in one of the following Levels: Undergraduate Semester (US)
Must be enrolled in one of the following Campuses: Georgia Tech-Atlanta * (A)
All Instructors
GPA: 4.00Most Common: A (50.0%)
This total includes data from semesters with unknown instructors