Subject: Subject Sylbus: Financial Engineering - 097540

Financial Engineering - 097540
Will not be given the year
Credit
Points
3.5
 
  Lecture Exercise Laboratory Project or
Seminar
House
Work
Weekly
Hours
3 1     4

Determination of the grade according to progress during the semester and the submission of the final thesis


Prerequisites: Probability (Ie) 094411


The Course Will Present Financial Instruments in Capital Markets, and Teach How to Construct New Instruments That Will Satisfy Business Operation Needs. Every New Product Will Be Priced and Evaluated for the Internal Return and the Associated Risk. We Will Introduce Interest Rate Markets and Construct Yield Curve, Followed by Equity Analysis Combined with Leverage Strategy to Structure Futures and Options, Used for Hedging and Risk Management. at the End of the Course Student Will Know:
1. How to Construct New Financial Products from Existing Market Liquid Financial Assets
2. to Execute Trading Strategies on Existing Databases and to Choose the Programming Tools at His Convenience to Optimally Perform the Task




Textbooks
PublishedPublisherAuthorsBook
2014mit presssimon benningafinancial modeling,
2018pearsonohn c. hulloptions, futures, and other derivatives
1998oxford university press incdavid g. luenbergerinvestment science

Created in 06/03/2021 Time 01:02:39