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NEWS & EVENTS

CLASS EXPERIENCE

Module 7: Financial Engineering
30 May 2008


This course is an introduction to methods of financial engineering. It is directed towards applications of asset pricing, product structuring and risk management methodologies from the point of view of a market practitioner.

 

Major topics include basics of manipulating cash flows, swaps, Black-Scholes PDE interpreted as arbitrage-free value of volatility, equity linked structured products, exotic Libor callables and CPPI methods