IEOR E4620
PRICING MODELS FOR FIN ENGIN
Lect: 3. Required for undergraduate students majoring in OR:FE. Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities
Topics
- swaps
- credit derivatives
- single tranche CDO
- hedging
- convertible arbitrage
- leverage leases
- debt markets
- and commodities
Topics explicitly listed in official catalogue description
Prerequisites & course information
Prerequisites: ( IEOR E4700 ) IEOR E4700
Sources
- Course catalogue ↗2026-2027