RM 791 - Applied Financial Dynamic Analysis Model Building

Overview

Course Title

Applied Financial Dynamic Analysis Model Building

Department(s)

Description

In this course, students will develop and build Dynamic Financial Analysis (DFA) models tailored to a financial institution, non-financial corporation, or pension fund. The DFA model is an asset-liability management model in which an organization's asset and liability values are forecasted over time and simulated by allowing economic, financial, and other business drivers of the cash flows to vary stochastically, in a dynamic and simultaneous fashion, using Monte Carlo and other simulation methods. In this Capstone Course for the DFA Concentrators, students will write their own code for the numerical methods underlying the models. Students must pass this course in order to graduate even if their GPA is above 3.0. Open to students only by permission of the program director.

Typically Offered

Fall, Spring

Academic Career

Graduate

Credits

Minimum Units

3

Maximum Units

3

Academic Progress Units

3

Repeat For Credit

No

Components

Name

Lecture

Hours

3

Course Schedule