George Mason University
George Mason University Mason
George Mason University

SYST 488: Financial Systems Engineering

Instructor Information

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This course is an introduction to financial engineering. Financial engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions. This course will introduce basic types of derivatives, such as forward, futures, swaps, and options; as well as financial models such as Brownian motion, Ito's formula, and Black-Scholes model.

Course Information from University Catalog

Limited to 2 Attempts


This course is an introduction to financial engineering. Financial engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions. This course will introduce basic types of derivatives, such as forward, futures, swaps, and options; as well as financial models such as Brownian motion, Ito's formula, and Black-Scholes model. 

When Offered: Spring

Hours of Lecture or Seminar per week: 3

Credits: 3

Prerequisites:

OR 441.

Instructor Information
Expertise