Financial Engineering

1 Course Unit

This class covers advanced pricing models for equity, fixed income and credit derivatives. It aims at: 1) Introducing the main models used in practical applications to price and hedge derivatives; 2) Understanding their comparative advantages and limitations, as well as how they are calibrated and applied. As part of team assignments, students will be asked to calibrate and implement the models introduced in the class using software of their choice. Mutually Exclusive: FNCE 3920 Prerequisite: FNCE 6110 1 Course Unit