MFIM 636 Quantitative Finance I
This course introduces basic concepts and advanced methodological tools required in finance and investment analysis. Topics include a review of the required math skills, including calculus and matrix algebra, risk and return, and probability distribution. The course emphasizes modern portfolio theory, efficient frontier, portfolio optimization, and the tradeoff between risk and return. This course also covers hypothesis test for making statistical inference.
Prerequisite
MFIM 601 Probability & Statistics and
MFIM 602 Financial Management