Course Schedule - Spring Semester 2015

     

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: 23404)

FINANCIAL ENGINEERING

Long Title: PRINCIPLES OF FINANCIAL ENGINEERING
Department: Economics
Instructor: Loch-Temzelides, Ted P.
Meeting: 1:00PM - 2:15PM TR (12-JAN-2015 - 24-APR-2015) 
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Distribution Group: Distribution Group II
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
 
Prerequisites: MATH 211 AND MATH 212 AND (ECON 400 OR STAT 400 OR ECON 409) AND (ECON 307 OR STAT 310)
Section Max Enrollment: 30
Section Enrolled: 21
Enrollment data as of: 9-MAY-2024 8:01AM
 
Additional Fees: None
 
Final Exam: Scheduled Final Exam-OTR Room
 
Description: 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. ECON 449 is Mutually Exclusive to STAT 449. Credit cannot be given for both. Mutually Exclusive: Cannot register for ECON 449 if student has credit for STAT 449.