ORIE 4600

Last Updated

  • Schedule of Classes - October 15, 2026 7:07PM EDT

ORIE 4600
Introduction to Financial Engineering

Course information provided by the 2026-2027 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 ORIE 3500.

Last 4 Terms Offered 2026SP, 2025SP, 2024SP, 2023SP

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Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Stdnt Opt

  • 15424 ORIE 4600   LEC 001

  •  
    • MW
    • Jan 25 - May 11, 2027

    • Callister, J

  • Instruction Mode: In Person