ORIE 4600

Last Updated

  • Schedule of Classes - April 4, 2023 12:09PM EDT
  • Course Catalog - April 3, 2023 12:59PM EDT

ORIE 4600
Introduction to Financial Engineering

Course information provided by the 2022-2023 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.

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Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  •  9631 ORIE 4600   LEC 001

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  • Instruction Mode: In Person