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Apr 28, 2024
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FIN 4600 - Mathematical Analysis of Financial Decisions
Application of quantitative methods to financial management, with special emphasis on systems approach to evaluating proposed financial decisions.
Requisites: FIN 3270 and FIN 3410 and QBA 2010
Credit Hours: 3
Repeat/Retake Information: May be retaken two times excluding withdrawals, but only last course taken counts.
Lecture/Lab Hours: 3.0 lecture
Grades: Eligible Grades: A-F,WP,WF,WN,FN,AU,I
Learning Outcomes: - Students will be able to calculate potential profits from various option strategies.
- Students will be able to download stock prices from the Internet, calculate returns and return statistics and assess return distributional properties.
- Students will be able to evaluate performance of portfolios and assess statistical significance of over- or under-performance.
- Students will be able to perform sensitivity analysis using data tables, scenario manger, spin button, etc.
- Students will be able to use Excel functions to calculate unconditional and conditional statistics for a large set of data and extract subsets of data that meet certain criteria.
- Students will be able to use matrix calculus in calculating portfolio statistics.
- Students will be able to use optimization tools in Excel (Solver, Goal Seek) to identify a set of efficient portfolios.
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