ORIE 4600

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  • Schedule of Classes - September 10, 2024 10:17AM EDT
  • Course Catalog - September 10, 2024 9:19AM EDT
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ORIE 4600
Introduction to Financial Engineering

Course information provided by the Courses of Study 2023-2024.

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.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  •  9274 ORIE 4600   LEC 001

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