MA 399 - Mathematics in Financial Engineering

Institution:

Bentley University

Subject:

Description:

Prerequisite(s): MA 131 and MA 139 with at least a 3.3 course average This is a comprehensive study of the analytical and numerical techniques that form the foundation for quantitative finance. We will study aspects of differential and integral calculus, linear algebra, probability theory and stochastic processes, numerical analysis and simulation. Applications of these mathematical areas will be chosen from financial engineering.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.bentley.edu

Phone Number:

(800) 523-2354

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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