MATH 179Advanced Topic in Financial Mathematics
Mathematics · 4 units · Undergraduate upper division (100-199)
Continuation of course 174E. In-depth study of risk measures and instruments of risk management in investment portfolios and corporate financial structure. Exotic and real options, value at risk, mean-variance analysis, portfolio optimization, risk analysis, capital asset pricing model, market efficiency, and Modigliani-Miller theory.
P/NP or letter grading.
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Requisites
Official UCLA wording
Requisite: course 174E.
BruinTree reads · Prerequisite
confidence 1.00 · from textRequires
Everything that has to come before this course, not just the courses named in the requisite above.
MATH 179
- MATH 174EMathematics of Finance for Mathematics/Economics Students
- MATH 33ALinear Algebra and Applications
- MATH 170AProbability Theory I
- MATH 32BCalculus of Several Variables
- STATS 100AIntroduction to Probability
- MATH 170EIntroduction to Probability and Statistics 1: Probability
1 direct requisite. Showing 14 courses over 3 levels; the branches marked with a count carry on past it. Every course here opens its own tree.
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What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.