ORIE 4600

ORIE 4600

Course information provided by the Courses of Study 2019-2020.

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, ORIE 3510.

Comments This course can serve as a preparation for a course on continuous time financial models such as ORIE 5600.

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Enrollment Information
Syllabi: 1 available
  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 12466ORIE 4600  LEC 001