FENG601

Applications of Financial Engineering

45 points

Not offered 2024, offered in 2019, 2020, 2021, 2022, 2023

For further information see Department of Economics and Finance

Description

Practical applications of financial engineering including Monte Carlo simulation, convex optimisation, and structural products and exotic derivatives. This course is a capstone course for the Master of Financial Engineering.

Prerequisites

135 points course work of Master in Financial Engineering