ORIE 4600

Last Updated

  • Schedule of Classes - May 15, 2019 12:56PM EDT
  • Course Catalog - March 4, 2019 1:00PM EST

ORIE 4600
Introduction to Financial Engineering

Course information provided by the 2018-2019 Catalog.

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.


Prerequisites/Corequisites Prerequisite: ORIE 3500 and ORIE 3510.

When Offered Spring.

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

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Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 16820 ORIE 4600   LEC 001

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  • Instruction Mode: In Person