- Schedule of Classes - January 14, 2015 6:16PM EST
- Course Catalog - January 14, 2015 6:21PM EST
Course information provided by the Courses of Study 2014-2015.
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.
When Offered Fall.
Prerequisites/Corequisites Prerequisites: ORIE 3500 and ORIE 3510.
Regular Academic Session.
Credits and Grading Basis
3 Credits Stdnt Opt(Student Option)
Class Number & Section Details
- MWFHollister Hall 306
Disabled for this roster.