Fall 2024 Industrial Engineering and Operations Research E4620 section 001

PRICING MODELS FOR FIN ENGIN

PRICING MODELS FOR FIN EN

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