ORIE 4600

ORIE 4600

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.

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Enrollment Information
Syllabi: none
  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 17254ORIE 4600  LEC 001

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