SYSM7321 - Financial Engineering II

SYSM 7321 Financial Engineering II (3 semester hours) Advanced theory, methods, and applications of financial engineering. Major topics include: advanced theory of derivative pricing and hedging, optimal portfolio growth and general investment evaluation, and quantitative and control based methods in dynamic portfolio optimization and hedging. Computational methods and an engineering approach will be emphasized. Prerequisite: SYSM 6321 or permission of instructor. (3-0) Y