Academic Catalog

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: Academic Staff EMRE BALIBEK
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.