MIE375H1: Financial Engineering

0.50
38.4L/12.8T

This course provides a background in the fundamental areas in financial engineering including relevant concepts from financial economics. Major topics include interest rate theory, fixed income securities, bond portfolio construction term structure of interest rates, mean-variance optimization theory, the Capital Asset Pricing Model (CAPM), arbitrage pricing theory (APT), forwards and futures, and introduction to option pricing and structured finance.

42.7 (Fall), 42.7 (Winter), 85.4 (Full Year)