Valuation and Financial Engineering

(3 Credits)

This course introduces mathematically qualified students to the foundational theories of finance, together with the practical exposure to financial modeling, financial risk management, and the creation of financial products to solve problems for economic agents (financial engineering). Students should have a background in multivariate calculus, constrained optimization, linear algebra and basic differential equations. | Prerequisites: MA-UY 2114 and MA-UY 2224 and ( MA-UY 1044 or MA-UY 2034 ).