ENG MGT 481 - Financial Engineering

Institution:

Missouri University of Science and Technology

Subject:

Engineering Management

Description:

An introduction to financial engineering, with an emphasis on financial derivatives, including the future markets, the pricing of forwards and futures, forward rate agreements, interest and exchange rate futures, swaps, the options markets, option strategies, the binomial and Black-Scholes models for option valuation, the option Greeks, and volatility smiles. Prerequisites: Eng Mgt 308, Eng Mgt 352; Eng Mgt 480 or Sys Eng 480 or equivalent. (Co-listed with Sys Eng 481)

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.mst.edu/

Phone Number:

(573) 341-4111

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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