INTRO TO FINANCIAL ENGINEERING

Section

Professor

Karl Sigman

Survey Results

22 of 37 students responded

Instructor: Organization and Preparation4.27
Instructor: Classroom Delivery4.27
Instructor: Approachability4.18
Instructor: Overall Quality4.23
Course: Amount Learned4
Course: Appropriateness of Workload4.14
Course: Fairness of Grading Process4.05
Course: Quality of Text3.64
Course: Overall Quality4.05

Course Information

Prerequisite: IEOR E4106 or the equivalent. Introduction to investment and financial instruments via portfolio theory and derivative securities, using basic operations research/engineering methodology. Portfolio theory, arbitrage; Markowitz model, market equilibrium, and the capital asset pricing model. General models for asset price fluctuations in discrete and continuous time. Elementary introduction to Brownian motion and geometric Brownian motion. Option theory; Black-Scholes equation and call option formula. Computational methods such as Monte Carlo simulation.

Department: Industrial Engineering and Operations Research(IEOR)

Subject: Industrial Engineering and Operations Research(IEOR)

School: Fu Foundation School of Engineering and Applied Science

Division: School of Engineering and Applied Science: Graduate

Course ID: 4700