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Undergraduate Courses 45-816
Studies in Financial Engineering

Spring: 6 units

This course focuses on the use of financial engineering and derivative securities in solving practical business problems. Students will work through business cases and give in-class simulated sales pitches to hypothetical clients. The cases highlight the design, valuation and hedging of structured products. In addition, we will look at real options and at derivative pricing with exotic "underlyings" such as energy, weather, and credit. Prerequisite: 21-420