Financial Engineering

Time:2013-10-21 15:34:08 Clicks:

Course Title: Financial Engineering

Course Code: 12604

Teaching Hours: 4 x 16 = 64

Course Overview

This course provides an introduction to derivative securities, including options, futures, forwards, and swaps. It will introduce the basic characteristics of those derivative securities, provide a theoretical framework for pricing those derivatives, and explore the applications of derivatives in risk management.