IE496 FINANCIAL ENGINEERING
| Course Code: |
5680496 |
| 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: |
Prof.Dr. ZEYNEP PELÝN BAYINDIR |
| Offered Semester: |
Fall Semesters. |
| Prerequisite: |
Set 1: 5680347
|
| The course set above should be completed before taking
IE496 FINANCIAL ENGINEERING . |
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.
