Prerequisite: FIN 201a or FIN 205a. Meets for one-half semester and yields half-course credit.
Connects textbook finance with real-world business by providing a nuts-and-bolts guide to solving common models with spreadsheets and Visual Basic for Excel. It will cover three topics: portfolio optimization (including the Black- Litterman model), modeling the term structure of interest rates and pricing models for risky debt, and advanced computational techniques for options (including Monte Carlo methods). Usually offered every year.
