Courses of Study 2013-2014 
    
    Mar 29, 2024  
Courses of Study 2013-2014 [ARCHIVED CATALOG]

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ORIE 4600 - [Introduction to Financial Engineering]


Fall. 3 credits.

Prerequisites: ORIE 3500  and ORIE 3510 . Next offered 2014-2015.

Staff.

This is an introduction to the most important notions and ideas in modern financial engineering, such as arbitrage, pricing, derivatives, options, interest rate models, risk measures, equivalent martingale measures, complete and incomplete markets, etc. Most of the time the course deals with discrete time models. This course can serve as a preparation for a course on continuous time financial models such as ORIE 5600 .



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