Finance Course Descriptions
FIN 633 - Quantitative Methods in Finance (3 hours)
Emphasizes the mathematical structure of and methods for model solutions in asset and derivative pricing, capital budgeting and real options, financing and liquidity. Includes solutions of systems of equations, complementarity, and optimization. Applications of numerical analysis, integration and differentiation, functional and differential equation solutions. Prerequisites: consent of department chair.
FIN 636 - Fixed Income (3 hours)
Develops term structure models and options based on fixed-income securities. Standard lognormal models, short-term interest rate models, and more complex derivative models. Prerequisites: consent of department chair.
FIN 637 - Derivatives II (3 hours)
Advanced topics in derivative securities. Builds on introduction to derivatives and fixed income course. Develops numerical techniques used to implement pricing methodologies, term structure models, and options based on fixed income securities. Prerequisite: consent of department chair.
FIN 639 - Uncertainty Analysis and Measurement (3 hours)
The nature and importance of modeling and measuring uncertainty; theoretical and computational approaches to modeling and measuring uncertainty; qualitative and quantitative uncertainty modeling and measurement; computational issues in uncertainty modeling and measurement; simulation, moment generating and characteristic probability functions. Prerequisite: Consent of department chair.
FIN 649 - Quantitative Finance Capstone (3 hours)
A capstone course that will develop topics of special interest which may vary each time the course is offered. Topic stated in current Schedule of Classes. A maximum of three credit hours of topics courses are allowed. Prerequisite: consent of department chair.
FIN 658 - Topics in Finance (3 hours)
Topics of special interest which may vary each time the course is offered. Topic stated in current Schedule of Classes.
FIN 659 - Topics in Quantitative Finance (3 hours)
Topics of special interest which may vary each time the course is offered. Topic stated in current Schedule of Classes. Prerequisite: consent of department chair.
FIN 660 - Readings in Finance (1-3 hours)
Individual readings for qualified students, under the guidance of a member of the faculty. Repeatable to a maximum of 3 credit hours. Prerequisites: consent of instructor and director of graduate programs.
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