hfsl_course

FE530 Introduction to Financial Engineering
Financial Engineering
Thursday 06:15-08:45PM
BC320
  • Fall On Campus

The main topics include: equities, fixed‐ income securities, options, futures and other derivatives. Also, we will discuss about their pricing models and investment strategies. 

Build up the basic knowledge of the capital markets, various financial instruments as key concepts in risk management.

There are no required textbooks for this course, and I will cover the material in class with class notes, which will be posted before each class.

(NOT REQUIRED)

  • John Hull, Options, Futures, and Other Derivatives, (ISBN-13: 978-0133456318)
  • Damodaran on Valuation: Security Analysis for Investment and Corporate Finance (ISBN-13: 978- 0471751212)
  • Frank J. Fabozzi, Fixed Income Analysis, (ISBN-13: 978-0470052211)
  • Helyette Geman, Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (ISBN-13: 978-0470012185)
  • Class Participation: 15%
  • Assignments: 15%
  • Research Project: 70% 

 

 

Week  Date Subject

1

1-Sep-16 Introduction to Financial Engineering & Capital Markets Overview

2

8-Sep-16 Capital Markets Overview

3

15-Sep-16 Corporate Finance & Valuation 

4

22-Sep-16 Equity Analysis

5

29-Sep-16 Fixed Income Debt Securities 

6

6-Oct-16 Overview of Bonds Sectors & Instruments

7

13-Oct-16 Valuation of Debt Securities

8

20-Oct-16 Securitized Products

9

27-Oct-16 Leveraged Loans & CLO's

10

3-Nov-16 General Principles of Credit Analysis

11

10-Nov-16 Foreign Exchange

12

17-Nov-16 Commodities

13

24-Nov-16 Derivatives & Options

14

1-Dec-16 Derivatives & Options 

15

8-Dec-16 Alternative Investments 

16

15-Dec-16 Research Presentations