IE 420

Spring 2022 Part of Term 1

Part of Term 1
Jan 18-May 4

Financial Engineering

SHOW FINAL EXAM SCHEDULE

Credit: 3 OR 4 hours.

Introduction to the theory and practice of financial engineering: basics of derivative securities and risk management; Markowitz portfolio theory and capital asset pricing model; interest rate and bonds; forward and futures contracts, hedging using futures contracts; option contracts and arbitrage relationship; binomial model, no-arbitrage pricing, risk-neutral pricing, and American options pricing; Brownian motion, Black-Scholes-Merton model, delta hedging, Greek letters, implied volatility, and volatility smile.

3 undergraduate hours. 4 graduate hours. Prerequisite: IE 300.

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IE 420 class schedule data for spring 2022
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	58926	Lecture-Discussion	G	8:00AM -9:20AM	MW	3041 Business Instructional Fac	Pearson, N	Part of Term: 1 Date Range: 01/18/22-05/04/22 Credit: 4 hours Restriction(s): Restricted to students in the Industrial&Enterprise Sys Eng department. Restricted to Graduate - Urbana-Champaign.
	58927	Lecture-Discussion	U	8:00AM -9:20AM	MW	3041 Business Instructional Fac	Pearson, N	Part of Term: 1 Date Range: 01/18/22-05/04/22 Credit: 3 hours Restriction(s): Restricted to General Engineering or Industrial Engineering or Systems Engineering and Design major(s). Restricted to Undergrad - Urbana-Champaign.