Course Schedule and Catalog
Course Catalog - 2013-2014
ECON 449 - FINANCIAL ENGINEERING
Long Title: PRINCIPLES OF FINANCIAL ENGINEERING
Department: Economics
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Prerequisite(s): MATH 211 AND MATH 212 AND ECON 400 AND (ECON 307 OR STAT 310)
Description: This course covers the use of financial securities and derivatives to take or hedge financial risk positions. Most commonly used instruments, from simple forwards and futures to exotic options and swaptions are covered. The pricing of derivative securities will also be studied, but the emphasis will be on the mechanics and uses of financial engineering methods.