Introduction to Financial Engineering

3 credits · Undergraduate

This course provides students with an introduction to the application of mathematics and statistics in the field of finance. It consists of three integrated modules: 1) an introduction to the quantitative foundations of finance, using calculus, linear algebra, statistics and probability; 2) extension into financial theory as it relates to asset pricing, fixed income, derivatives, structured finance and risk management; and 3) application and implementation of these foundational tools and theory through software like Excel to build basic quantitative financial models (touching on programming). The goal is to use financial models that can guide business and financial decisions.