Course Schedule and Catalog
Course Schedule - Fall Semester 2004
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
ECON 449 001 (CRN: 20155)
BASICS/FINANCIAL ENGINEERING
Long Title:
Department: Economics
Instructor: Park, Joon Y.
Meeting: 2:00PM - 3:15PM WF (23-AUG-2004 - 15-DEC-2004)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Prerequisites: ECON 400 OR STAT 421 AND STAT 431 AND MATH 221 AND MATH 222
Section Max Enrollment: 500
Section Enrolled: 7
Enrollment data as of: 19-MAY-2024 7:55AM
Description: BASICS OF FINANCIAL ENGINEERING
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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.
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Prerequisite(s): ECON 400 or STAT 421 and 431 or equivalent; and MATH 221 and 222, or equivalencies.