Financial Modeling and Risk Analysis

Catalog description

The purpose of this course is to introduce students to practical methods used to identify, quantify, predict, value, diversify and manage risk in the financial environment. Students use sensitivity analysis, Monte Carlo and Latin Hypercube simulations, bootstrapping, time series forecasting and dynamic optimization techniques as applied to capital budgeting and structure, pro forma financial statements, multi-objective portfolio allocation, discounted cash flow analysis and real options.