| Call Number | 18557 |
|---|---|
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Wenpin Tang |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| 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 | Video Network |
| Enrollment | 2 students (99 max) as of 3:06PM Saturday, April 27, 2024 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4706 |
| Section | V01 |
| Division | School of Engineering and Applied Science: Graduate |
| Campus | Video Network |
| Fee | $395 CVN Course Fee |
| Note | VIDEO NETWORK STUDENTS ONLY |
| Section key | 20233IEOR4706EV01 |