- Schedule of Classes - January 23, 2022 7:28PM EST
- Course Catalog - January 23, 2022 7:15PM EST
Course information provided by the Courses of Study 2021-2022.
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.
Regular Academic Session.
Credits and Grading Basis
3 Credits Stdnt Opt(Letter or S/U grades)
Class Number & Section Details
- TR Thurston Hall 203
- Jan 24 - May 10, 2022
Instruction Mode: In Person
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