ORIE 4600

Last Updated

  • Schedule of Classes - September 9, 2021 7:14PM EDT
  • Course Catalog - September 9, 2021 7:15PM EDT

ORIE 4600
Introduction to Financial Engineering

Course information provided by the Courses of Study 2020-2021.

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.

View Enrollment Information

Syllabi:

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 11580 ORIE 4600   LEC 001

  •  

  • Instruction Mode: Hybrid-Online and In Person
    Hybrid: rotational in person attendance to be determined by instructor.
    Enrollment limited to students who are able to attend in-person classes in the Ithaca area.

Syllabi:

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 18962 ORIE 4600   LEC 002

  •  

  • Instruction Mode: Distance Learning-Asynchronous
    This section is limited to SYSEN students only.

Syllabi:

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 20451 ORIE 4600   LEC 003

    • TR Online Meeting
    • Feb 8 - May 14, 2021

    • Callister, J

  • Instruction Mode: Online
    Enrollment limited to students who are not able to attend in-person classes in the Ithaca area.
    For instructions on requesting permission, send brief email to Heidi Russell (hjr27).

    Department Consent Required (Add)