FIN480.3 : * Introduction to Financial Engineering (Tsinghua U) *
Description:
b> Taught in English The first half of this course is intended to provide students with the theoretical foundation and basic techniques in the rapidly growing area of financial engineering. Financial engineering is a process to develop, price and manage derivative securities such as futures, options and other derivatives and structured products. The second half of the course provides students with applications, advanced mathematical formulations (such as Ito’s lemma and Black-Scholes formula) as well as most recent developments such as VIX futures and options. For SU students, this course counts as FIN 459.
Pre-req: FIN 256 or basic finance and statistics courses.
Class taught by Tsingua's School of Economics & Management and may not be available every semester. Tsinghua's exam schedule for this course may require students to stay beyond the regular SU Beijing program end-date.
Available Locations:
China
Semester(s) Offered:
Offered: Fall
Credits:
3
Department:
Finance
