GECO 6141 -

Institution:

The New School

Subject:

Description:

Principles of Financial Engineering Not offered 2008-09. Three credits. Salih Neftci This course provides an introduction to the principles of financial engineering: cash flows and synthetic creation of cash flows, valuation and the role of yield curve and construction, devising of arbitrage and hedging strategies, least-cost instruments, and portfolio replication. It also introduces major tools and their analytical roles.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.newschool.edu

Phone Number:

(212) 229-5600

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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