IE 420

Spring 2023 Part of Term 1

Part of Term 1
Jan 17-May 3

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 2023
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	58926	Online Lecture	GO	5:30PM -8:30PM	M	n.a.	Lariviere, D	Part of Term: 1 Date Range: 01/17/23-05/03/23 Credit: 4 hours Restriction(s): Restricted to students in the Industrial&Enterprise Sys Eng department. Restricted to Graduate - Urbana-Champaign.
	58927	Online Lecture	UO	5:30PM -8:30PM	M	n.a.	Lariviere, D	Part of Term: 1 Date Range: 01/17/23-05/03/23 Credit: 3 hours Restriction(s): Restricted to Industrial Engineering or Systems Engineering and Design major(s). Restricted to Undergrad - Urbana-Champaign.