Call Number | 14540 |
---|---|
Day & Time Location |
T 7:10pm-9:40pm 633 Seeley W. Mudd Building |
Points | 3 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Michael Miller |
Type | LECTURE |
Method of Instruction | In-Person |
Course Description | Required for undergraduate students majoring in OR:FE. Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities. |
Web Site | Vergil |
Department | Industrial Engineering and Operations Research |
Enrollment | 45 students (70 max) as of 9:14PM Wednesday, November 20, 2024 |
Subject | Industrial Engineering and Operations Research |
Number | E4620 |
Section | 001 |
Division | School of Engineering and Applied Science: Graduate |
Section key | 20243IEOR4620E001 |