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IND 833

Financial Engineering

This course explores concepts and methods of financial engineering and its applications with special emphasis on fixed income mathematics, introduction to derivatives, valuation of forward contracts and future contracts, hedging strategies using futures, properties of stock options, no-arbitrage pricing, continuous models (the Black-Scholes theory), and discrete models (lattice approach, Monte Carlo simulation, and finite difference method).
Weekly Contact: Lab:1 hr. Lecture:3 hrs.
GPA Weight: 1.00
Course Count: 1.00
Billing Units: 1

Prerequisites

ECN 801, (MTH 309 or MTH 425), IND 604, MTH 410, MTH 510

Antirequisites

None

Co-Requisites

None

Custom Requisites

None

Mentioned in the Following Calendar Pages

*List may not include courses that are on a common table shared between programs.

Industrial Engineering

  • IND 108
    Data Analytics for Non-Data Analysts
  • IND 110
    Data Organization for Data Analysts
  • IND 119
    Introduction to Big Data
  • IND 123
    Data Analytics: Basic Methods
  • IND 300
    Introduction to Management
  • IND 303
    Work Measurement, Analysis and Design
  • IND 400
    Facilities Design
  • IND 405
    Introduction to Data Science and Analytics
  • IND 508
    Operations Research I
  • IND 600
    Systems Modeling and Simulation
  • IND 604
    Operations Research II
  • IND 605
    Experimental Design and Quality Assurance
  • IND 708
    Information Systems
  • IND 70A/B
    Industrial Systems Design
  • IND 710
    Production and Inventory Systems
  • IND 712
    Industrial Ergonomics
  • IND 713
    Project Management
  • IND 719
    Big Data Analytics Tools
  • IND 810
    Flexible Manufacturing Systems
  • IND 816
    Service Operations Management
  • IND 832
    Reliability and Decision Analysis
  • IND 833
    Financial Engineering