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ORIE—Operations Research & Information Engineering
	ORIE 5610 - Financial Engineering with Stochastic Calculus II Spring. 4 credits. Student option grading. Prerequisite: ORIE 5600 . A. Minca. Building on the foundation established in ORIE 5600 , this course presents no-arbitrage theories of complete markets, including models for equities, foreign exchange, and fixed-income securities, in relation to the main problems of financial engineering: pricing and hedging of derivative securities, portfolio optimization, and risk management. Other topics include model calibration and incomplete markets.