2012-2013 University Catalog 
  
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2012-2013 University Catalog

OR 688 - Financial Systems Engineering II: Derivative Products and Risk Management

Credits: 3 (NR)
Financial engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions, as well as facilitating the risk management of those decisions. This course will focus on risk management for both market risk and credit risk. It will cover a broad range of derivatives products and hedging strategies with emphasis on how risks are managed in financial institutions.

Equivalent to SYST 688.

Prerequisite(s): OR/SYST 588 or permission of instructor.

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