SYS 6054 - Financial Engineering

Institution:

University of Virginia-Main Campus

Subject:

Systems and Information Engineering

Description:

Provides an introduction to basic topics in finance from an engineering and modeling perspective. Topics include the theory of interest, capital budgeting, valuation of firms, futures and forward contracts, options and other derivatives, and practical elements of investing and securities speculation. Emphasis is placed on the development and solution of mathematical models for problems in finance, such as capital budgeting, portfolio optimization, and options pricing; also predictive modeling as it is applied in credit risk management.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.virginia.edu/

Phone Number:

(434) 924-0311

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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