SYST 588: Financial Systems Engineering I: Introduction to Options, Futures, and Derivatives
Course Information from University Catalog
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.
Eng. or Math Graduate standing, or permission of instructor.
1 Course Sections Scheduled for Spring 2018
SYST 588 - 001: |
T; 4:30 pm - 7:10 pm