FOUNDATIONS FR FINANCIAL ENGIN

3.00 points · University catalogue

Lect: 3. Corequisites: IEOR E4709 This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Discrete-time models of equity, bond, credit, and foreign-exchange markets. Introduction to derivative markets. Pricing and hedging of derivative securities. Complete and incomplete markets. Introduction to portfolio optimization and the capital asset pricing model.