IEMS 373-0 - Introduction to Financial Engineering

Institution:

Northwestern University

Subject:

Description:

Financial markets, derivative securities, risk management, mathematical models in finance. Foreign exchange, debt, equity, commodity markets. Investing, trading, hedging, arbitrage. Forwards, futures, options, swaps, exotic derivatives. Models of price dynamics, binomial model, introduction to Black-Scholes theory and Monte Carlo simulation. Homework, projects, and guest speakers. Prerequisites: 315, 326, Math234, EECS 230, or equivalent or consent of instructor.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.northwestern.edu

Phone Number:

(847) 491-3741

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Quarter

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