ORIE 4600

Last Updated

  • Schedule of Classes - February 7, 2022 11:35AM EST
  • Course Catalog - January 18, 2022 1:31PM EST

ORIE 4600
Introduction to Financial Engineering

Course information provided by the 2021-2022 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, 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.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 10507 ORIE 4600   LEC 001

  •  
    • TR Thurston Hall 203
    • Jan 24 - May 10, 2022

    • Callister, J

  • Instruction Mode: In Person