Academic Catalog

INE496 FINANCIAL ENGINEERING

Course Code:	3880496
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	5.0
Department:	Industrial Engineering
Language of Instruction:	English
Level of Study:	Undergraduate
Course Coordinator:
Offered Semester:	Fall or Spring Semesters.

Course Content

Basic concepts in modern finance. Fixed income securities. yield curve and interest rate models. Financial risk management. derivative instruments. option pricing. value-at-risk.