Financial Systems Engineering II: Derivative Products and Risk Management. 3 credits

Catalog description

Financial engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions, as well as facilitating the risk management of those decisions. This course will introduce basic concepts of options, futures, and financial derivatives markets. It will focus on risk management for market risk, credit risk, and operational risk. It will also cover a broad range of derivatives products and discuss how risks are managed in financial institutions. Offered by Systems Engr & Operations Rsch . May not be repeated for credit. Equivalent to SYST 688 .