Financial Engineering

Catalog description

The objective of the course is to provide the quantitative tools which are necessary to price a variety of derivative instruments and to hedge the often substantial risks that are involved in taking positions in derivatives. The course is very applied by nature, with a focus on models and techniques that are currently being used in practice. The techniques are applied to the most recently available data in a series of practical exercises. This course is for Daytime MBA and Accelerated Daytime MBA students.