COMPUTATIONAL FINANCE (BA4020)

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This course is an introduction to applied computational methods for finance and the valuation of financial firms and elements of capital structure: equity, bonds, and options and additional methods for optimization of securities portfolios and hedging risk. We emphasize implementation and use selected models. Aimed at providing the necessary technical and analytical skills useful for graduate school work, working in financial firms or investment banks.

Code: 
BA4020
Name: 
COMPUTATIONAL FINANCE
Discipline: 
BA (Business)
Type: 
Regular
Level: 
Undergraduate
Credits: 
4
Can be taken twice for credit?: 
No
Pre-requisites: 
BA3010 AND (MA1020CCM OR MA1020GE120) AND (MA1030 OR MA1030CCM OR MA1030GE120)
Co-requisites: 
None

Learning Outcomes

  1. Build convex portfolios of bonds.
  2. Build Pro-forma financial statement models, and value firms.
  3. Manage delta, gamma and theta of an options book.
  4. Optimize portfolios of securities.
  5. Price bonds
  6. Price options. Price greeks.

Offering(s)

Term Code Name
Spring 2025 BA4020 COMPUTATIONAL FINANCE

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