- Schedule of Classes - February 7, 2023 7:33PM EST
- Course Catalog - February 7, 2023 7:14PM EST
Course information provided by the Courses of Study 2022-2023.
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
- MW Phillips Hall 219
- Jan 23 - May 9, 2023
Instruction Mode: In Person
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