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University of Pittsburgh    
2021-2022 Undergraduate Catalog 
    
 
  Mar 28, 2024
 
2021-2022 Undergraduate Catalog [Archived Catalog]

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IE 2097 - FINANCIAL ENGINEERING


Minimum Credits: 3
Maximum Credits: 3
This course will focus on the structure of forwards, futures, swaps and options as financial instruments relating to the treatment of risk.  Risk neutral pricing of these instruments will be studied assisted by principles of optimization with an added emphasis on engineering analysis, and an emphasis on “real world” applications of the “dervigem” software in accompanying CD to textbook.
Academic Career: GRAD
Course Component: Lecture
Grade Component: Letter Grade
Course Requirements: School of Engineering students only.


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