Pitt | Swanson Engineering
Courses
Industrial Engineering Course Description

IE 2097 - FINANCIAL ENGINEERING


THIS COURSE WILL FOCUS ON THE STRUCTURE OF FORWARDS, FU TURES, SWAPS AND OPTIONS AS FINANCIAL INSTRUMENTS RELATING TO THE TREATMENT OF RISK.  RISK NEUTRAL PRICING OF THESE INSTRUMENTS WILL BE STUDIED ASSISTED BY PRINCIPLES OF OPTIMIZATION WITH AN ADDED EMPHASIS ON ENGINEERING ANALYSIS, AND AN EMPHASIS ON "REAL WORLD" APPLICATIONS OF THE "DERVIGEM" SOFTWARE IN ACCOMPANYING CD TO TEXTBOOK.

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