2012-2013 University Catalog 
  
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2012-2013 University Catalog

OR 588 - Financial Systems Engineering I: Introduction to Options, Futures, and Derivatives

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.

Equivalent to SYST 588.

Prerequisite(s): Eng. or Math Graduate standing, or permission of instructor.

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