TU-E2210 - Financial Engineering I D, Lecture, 7.9.2022-14.12.2022

Topic outline

• Select topic Financial Engineering I

  Financial Engineering I
  This course will be taught again in autumn 2023.
  

  
  

  You can continue Financial Engineering studies with

  
  

  • _{Financial Engineering II, periods 3-4}

  • _{Financial Engineering III: Machine Learning, periods 3-4}

  
  

  
  
  

  
  

  
  

  

  
  
  WELCOME to the course Financial Engineering 1!
  

  
  

  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 R, Python, or Julia 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. 
  

  
  

  Main teacher: Ruth Kaila

  Exercise teachers: Eljas Toepfer, Anselmi Jokinen

  
  

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  • Select activity Schedule, fall 2022

    Not available unless: You belong to L01 (SISU)

    

    Schedule, fall 2022 File PNG