SYS ENG 482 - Financial Engineering II

Institution:

Missouri University of Science and Technology

Subject:

Systems Engineering

Description:

This course introduces advanced topics in financial engineering, which includes introduction to Wienver processes, martingales and Ito's lemma; basic numerical methods for options pricing, exotic options; interest rate models; stochastic volatility models and jump-diffusion models; and value-at-risk. Prerequisite: Eng Mgt/Sys Eng 481. (Co-listed with Eng Mgt 482)

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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