Financial Engineering is a multidisciplinary field involving financial theory, engineering methods, applied mathematics and the practice of programming.
This course is designed for students who wish to obtain positions in banking, financial management and consulting industries, or to work as quantitative analysts in finance departments of general manufacturing and service firms. Students who simply want to practice their skills in mathematics and finance are also most welcome.
The aim of the course Financial Engineering I is to acquire an understanding of the intuition behind financial derivatives, as well as a working knowledge in option pricing, hedging, and volatility estimation. An optional assignment will be carried out using Matlab and real market data.
You can choose the 3, 5 or 6 credit version of the course. For more information, see Passing the course.
The course can be included in the Minor in Financial Engineering, 20-25 cr.
Lectures: Wednesdays at 12.15-15.00, Lecture hall AS2
Exercises: Fridays at various times in various lecture halls
Lecturer: Ruth Kaila
Assistant during exercises: Monsieur Tuomas Wiro