2014-2015 University Catalog 
  
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2014-2015 University Catalog

SYST 488 - Financial Systems Engineering

Credits: 3 (NR)
This course is an introduction to financial engineering. Financial engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions. This course will introduce basic types of derivatives, such as forward, futures, swaps, and options; as well as financial models such as Brownian motion, Ito’s formula, and Black-Scholes model.

Prerequisite(s): OR 441.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: Spring