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Financial Engineering
Release Date: 2017-09-221. Basic Course Information
Course Code: 055023
Course Name: Financial Engineering
Course Type: Specialty Course
Periods: 48
Credits: 3
Target Students: Undergraduates Majoring in Finance
Assessment: Examination
Preparatory Course: Monetary Banking, International finance, Financial Economics
2. Course Introduction
This course includes: forwards and futures, pricing forwards and futures, applications of forwards and futures, futures contracts on stock index and interest rate, forwards contracts on foreign currency and interest rate, swap contract and its pricing, options and option market, premium options, Black-Scholes-Merton option model, numerical method for pricing options, and exotic options, etc. This course is a specialty course which mainly presents ideas and applications of financial engineering in all kinds of financial derivatives. Through studying this course, students will comprehensively understand pricing principles of forwards, futures and options, gaining an initial and general perception of financial engineering.