EIN 4905

Introduction to Financial Engineering

 

 

 

 

Chapters

Lectures and Files

Assignments

1

Additional materials

 

2,3

Chapter 2:

·         The Basic Theory of Interest(Ch.2)

Additional materials

 

Chapter 3:

·         Fixed-Income Securities (Ch.3)

Additional materials

 

 

 

4,5

Chapter 4:

·         The Term Structure of Interest Rates (Ch4)

Additional materials

 

Chapter 5:

·         Applied Interest Rate Analysis (Ch5)

Additional materials

 

 

6,7

Chapter 6:

·         Mean-Variance Portfolio Theory (Ch6)

Additional materials

 

Chapter 7:

·         The Capital Asset Pricing Model (Ch7)

Additional materials

 

8

Chapter 8:

·         Models and Data (Ch8)

Additional materials

 

 

9

Chapter 9:

·         General Principles (Ch9)

 

 

10, 11

Chapter 10, 11:

·         Forwards, Futures, and Swaps (Ch10)

·         Models of Asset Dynamics (Ch11)

 

Additional materials