| Call Number | 12099 |
|---|---|
| Day & Time Location |
MW 8:40am-9:55am 833 Seeley W. Mudd Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Wenpin Tang |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | 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. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 107 students (120 max) as of 10:06AM Sunday, April 28, 2024 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4706 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Graduate |
| Campus | Morningside |
| Section key | 20233IEOR4706E001 |