Economics Class Schedule
ECON 236 - 01 Financial Engineering
2017 Spring Quarter
This course surveys the financial risks faced by corporation, banks, and other financial institutions that arise from changes in interest rates, foreign exchange rates, commodity prices, and stock prices. It examines the characteristics, payoffs, and pricing of financial derivatives and other instruments for managing risk, including options, forwards, futures, swaps, structured notes, and asset-backed securities. Several cases will be used to illustrate how actual firms solve financial risk management problems.
Prerequisite(s): course 233. Enrollment restricted to applied economics and finance graduate students.
Days & Times
TuTh 11:40AM - 01:15PM
04/03/2017 - 06/09/2017