Undergraduate Prerequisites: CAS CS108 or CS111; QST FE445 - The course will teach students how to use computational techniques to implement financial algorithms for security pricing and risk analysis including, bonds, stocks, and options. This will be a rigorous, hands-on programming course to prepare students for quantitative jobs in finance. The overall objective of the course is to enhance the students' understanding of the well-known financial models used to price securities including bonds and options and to evaluate the risk and return characteristics of stocks and portfolios. After the course, students will have a deeper understanding of investment portfolios, risk management techniques that use derivatives, and arbitrage strategies. Additionally, students will become comfortable with a modern programming language based on functional and object-oriented programming which will enhance their job opportunities in a variety of fields beyond finance.

Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.