FE 530 Introduction to Financial Engineering

This course introduces a range of topics that the current scope of financial engineering encompasses. Topics include basic terminology and definitions, markets, instruments, positions, conventions, cash flow engineering, simple derivatives, mechanics of options, derivatives engineering, arbitrage-free theorem, efficient market hypothesis, introductory pricing tools, and volatility engineering.

Credits

3

Prerequisite

Graduate Student or At Least Junior

Distribution

School of Business

Typically Offered Periods

Fall Semester Spring Semester Summer Session 1