FOUNDATIONS FR FINANCIAL ENGIN
, 3 pts, E4706FOUNDATIONS FR FINANCIAL
This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Discrete-time models of equity, bond, credit, and foreign-exchange markets. Introduction to derivative markets. Pricing and hedging of derivative securities. Complete and incomplete markets. Introduction to portfolio optimization and the capital asset pricing model.
FOUNDATIONS OF FINANCIAL ENGIN
This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Discrete-time models of equity, bond, credit, and foreign-exchange markets. Introduction to derivative markets. Pricing and hedging of derivative securities. Complete and incomplete markets. Introduction to portfolio optimization and the capital asset pricing model.
- Section Number
- 001
- Call Number
- 11742
- Day, Time & Location
- MW 10:10AM-11:25AM 833 Seeley W. Mudd Building
- Instructor
- Wenpin Tang