George Mason University
George Mason University Mason
George Mason University

OR 588: Financial Systems Engineerng I: Introduction to Options, Futures, and Derivatives

Course Information from University Catalog

Not Repeatable


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: Fall, Spring

Hours of Lecture or Seminar per week: 3

Equivalent to SYST 588.

Credits: 3

Prerequisites:

Eng. or Math Graduate standing, or permission of instructor.

1 Course Sections Scheduled for Spring 2018

Expertise