Courses
  /  
Descriptions
IEMS 473-1: Financial Engineering I

Quarter Offered

Spring : TTH 12:30-1:50 ; Linetsky

Prerequisites

Basic probability, stochastic processes, real analysis and differential equations; some exposure to finance is recommended but not required.

Description

  • Advanced derivative securities
  • Fixed income markets and derivatives
  • Risk management
  • Mathematical models and computational tools of financial engineering