Volgenau School of Engineering
George Mason University
George Mason University Mason
George Mason University

SYST 588: Financial Systems Engineering I: Introduction to Options, Futures, and Derivatives

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This course is an introduction to financial engineering. Financial engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions. This course will introduce basic types of derivatives, such as forward, futures, swaps, and options; as well as financial models such as Brownian motion, Ito's formula, and Black-Scholes model.

Course Information from University Catalog

Not Repeatable


This course is an introduction to financial engineering. Financial engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions. This course will introduce basic types of derivatives, such as forward, futures, swaps, and options; as well as financial models such as Brownian motion, Ito's formula, and Black-Scholes model.

When Offered: Fall, Spring.

Hours of Lecture or Seminar per week: 3

Equivalent to OR 588.

Credits: 3

Prerequisites:

Eng. or Math Graduate standing, or permission of instructor.

 

Instructor Information