Course Catalog - 2018-2019

     

ECON 449 - FINANCIAL ENGINEERING

Long Title: PRINCIPLES OF FINANCIAL ENGINEERING
Department: Economics
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Undergraduate Professional
Visiting Undergraduate
Undergraduate
Prerequisite(s): (ECON 308 OR MATH 211) AND MATH 212 AND (ECON 310 OR STAT 376)
Description: Covers the use of financial securities and derivatives to take or hedge financial risk positions, including most commonly used instruments, from simple forwards and futures to exotic options and swaptions. Studies the pricing of derivative securities with emphasis on the mechanics and uses of financial engineering methods. Mutually Exclusive: Cannot register for ECON 449 if student has credit for STAT 449.