- Schedule of Classes - June 2, 2019 7:14PM EDT
- Course Catalog - June 2, 2019 7:15PM EDT
Course information provided by the Courses of Study 2018-2019.
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.
When Offered Spring.
Prerequisites/Corequisites Prerequisite: ORIE 3500 and ORIE 3510.
Regular Academic Session.
Credits and Grading Basis
3 Credits Stdnt Opt(Letter or S/U grades)
Class Number & Section Details
- MWThurston Hall 205
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