IE 420

Spring 2024 Part of Term 1

Part of Term 1
Jan 16-May 1

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 2024
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	58926	Online Lecture	GO	5:30PM -8:30PM	M	n.a.	Lariviere, D Lin, D	Part of Term: 1 Date Range: 01/16/24-05/01/24 Credit: 4 hours Restriction(s): Restricted to Graduate - Urbana-Champaign.
	58927	Online Lecture	UO	5:30PM -8:30PM	M	n.a.	Lariviere, D Lin, D	Part of Term: 1 Date Range: 01/16/24-05/01/24 Credit: 3 hours Section Info: If you are not in a major that requires IE 420 for graduation, please place your name on the waitlist: https://my.ise.illinois.edu/undergraduate/waitlist. Restriction(s): Restricted to Undergrad - Urbana-Champaign.