IND E 599B

Introduction to Financial Engineering

 

 

| Industrial Engineering | Computational Finance | University of Washington |

 


 

This course is a joint offering between the Industrial Engineering and Computational Finance programs. It is intended as an introduction to financial decision making over multi-period investments without uncertainty, single period risky investments, and the use of derivative securities to manage multi-period stochastic cash flows. This course will be beneficial for engineers who need a more sophisticated understanding of the cash flow issues that underlie many engineering/management decisions. Important concepts will include the term structure of interest rates (a sophisticated approach to the time value of money), the trade-off between risk and return, and stochastic discount factors.  We will employ these concepts to understand the basic functions of various financial markets that exist to help manage uncertain cash flows.

 

The course will focus on developing both the economic concepts and mathematical tools needed to make sound decisions in a variety of problems frequently encountered in practice???.  Students should be familiar with basic concepts in probability, optimization (i.e., Lagrange multipliers), and discounted cash flows. Undergraduates with this level of preparation are welcome (for instance, those who have taken IND E 250, 315, and 325).  Although helpful, prior knowledge of Stochastic Processes is not required.

 

 

The Official Course Description

The techniques presented in the course emphasize the discount rate as a general method of analyzing deterministic and stochastic cash flows. Topics include the time value of money, present value, internal rate of return, fixed income securities, duration and bond portfolio immunization, term structure of interest rates, Fisher-Weill duration and immunization, capital budgeting, dynamic optimization, investments under uncertainty, mean-variance portfolio theory, capital asset pricing, options pricing, forwards, futures, swaps, and hedging risk.

Instructor

·    Daniel Osborn

·   Most recent course evaluations

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