Course Schedule and Catalog
Course Schedule - Fall Semester 2005
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: 10323)
BASICS/FINANCIAL ENGINEERING
Long Title: BASICS OF FINANCIAL ENGINEERING
Department: Economics
Instructor: Park, Joon Y.
Meeting: 9:25AM - 10:40AM TR (22-AUG-2005 - 2-DEC-2005)
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: 14
Section Enrolled: 3
Enrollment data as of: 18-MAY-2024 6:22AM
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.