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