MFE Courses not covered in CFA

MFE Courses not covered in CFA : Sheet1

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1	Univ	URL	Courses Not Covered
2	UCLA MFE	http://www.anderson.ucla.edu/degrees/master-of-financial-engineering/curriculum	Introduction to Stochastic Calculus (4 units) This course covers the economic, statistical, and mathematical foundations of derivatives markets. The course presents the basic discrete-time and continuous-time paradigms used in derivatives finance including an introduction to stochastic processes, stochastic differential equations, Ito's Lemma, and key elements of stochastic calculus. The economic foundations of the Black-Scholes no-arbitrage paradigm are covered including an introduction to Girsanov's theorem and changes of measure, the representation of linear functionals, equivalent martingale measures, risk-neutral valuation, fundamental partial differential equation representations of derivatives prices, market prices of risk, and Feynman-Kac representations of solutions to derivatives prices. The role of market completeness and its implications for the hedging and replication of derivatives will be covered in depth.	Computational Methods in Finance (4 units) This course covers the quantitative and computational tools used in finance. This includes introducing numerical techniques such the implementation of binomial and trinomial option pricing, lattice algorithms for computing derivative prices and hedge ratios, simulation based algorithms for pricing American options, and the numerical solution of the partial differential equations that appear in financial engineering.
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