ORIE 4600

Last Updated

  • Schedule of Classes - July 10, 2025 1:15PM EDT
  • Course Catalog - June 11, 2015 6:21PM EDT

ORIE 4600
Introduction to Financial Engineering

Course information provided by the 2014-2015 Catalog.

This is an introduction to the most important notions and ideas in modern financial engineering, such as arbitrage, pricing, derivatives, options, interest rate models, risk measures, equivalent martingale measures, complete and incomplete markets, etc. Most of the time the course deals with discrete time models. This course can serve as a preparation for a course on continuous time financial models such as ORIE 5600.


Prerequisites/Corequisites Prerequisites: ORIE 3500 and ORIE 3510.

When Offered Fall.

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Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 17254 ORIE 4600   LEC 001

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  • Instruction Mode: In Person