Course Schedule and Catalog
Course Catalog - 2006-2007
ECON 449 - BASICS/FINANCIAL ENGINEERING
Long Title: BASICS OF FINANCIAL ENGINEERING
Department: Economics
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Prerequisite(s): ECON 400 OR STAT 421 AND STAT 431 AND MATH 221 AND MATH 222
Description: The course will cover the following: mathematical background for continuous time stochastic modeling in finance and financial engineering; statistical methodologies to estimate and test the models commonly used in finance and financial engineering; and applications which all include, Black-Scholes option pricing and term structure models for interest rates. Graduate/Undergraduate Equivalency: ECON 524.