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May 05, 2024
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IE 4823 - Financial Engineering3 lecture hours 0 lab hours 3 credits Finance and economic analysis is a growing area of employment for engineers. The purpose of this class is to increase the student’s ability to apply engineering methods to finance, insurance, economics, and risk management. This is a student directed course where the interests of the participating students will influence the content and objectives of the course. Student influenced course topics may include but are not necessarily limited to: options pricing theory, futures contracts and other financial instruments, real options, risk management, and game theory. Industry applications and case studies illustrate concepts and challenges. (prereq: junior standing or instructor consent)
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