Topic outline

  • Financial Engineering II

    Lectures on Wednesdays at 12.15-14.00 in TU7, Maarintie 8 and in zoom. Welcome!

    Please note that the course TU-E2210 Financial Engineering I (periods I-II) is an absolute prerequisite for Financial Engineering II.

    The course consists of lectures, exercises (both traditional and computational with R or Python), and 2 assignments. You can choose the 3 credit version, the 5 credit version, or the 6 credit version of the course. The content of each of these versions is explained in Passing the course. 

    Please register your choice for course version here!

    You might also be interested in the course TU-E2230 Machine Learning in Financial Engineering

    This course can be included in the minor Financial Engineering. Click here for further information.


    • Lectures on Wednesdays at 12.15 – 14.00, lecture hall TU5/AS6, Maarintie 8 and in zoom (Kaila)
    • Exercises on Fridays at 12.15 – 14.00, Kide, Noether   (Toepfer)

    Important deadlines: 

    1. mid-term examination: 21.2.2024 at 9-12

    2. mid-term examination: 18.4.2024 at 9-12

    Deadline of the CVA assignment: 24.3.2024

    Deadline of the Yield curve assignment: 16.2.2024

    Important: these are the official dates of the most important deadlines. If something different is stated somewhere else, for example in the lecture slides, please believe this page

    • Not available unless: You belong to any group
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      Schedule 2024; updated File PNG