Courses

▶ Graduate Courses

▶IMEN585 : Financial Engineering

The objective of this course is to introduce the recent topics in financial engineering, focusing on financial

derivatives pricing and machine learning in Finance. For this, we explore:

1. financial markets and financial products

2. interest rates,

3. financial asset modelling(e.g., stock prices, interest rates, foreign exchanges etc),

4. financial derivative pricing with the Black-Scholes-Merton Model ,

5. numerical methods for the implementation(e.g., Monte-Carlo Simulation and Finite Difference Method)

6. machine learning in finance (e.g., regressions, SVM, clustering etc.)

▶ IMEN786 : Advanced Investment Theory

The Objective of This Course is to introduce the basic theories on the discrete and continuous-time finance to the students.

For this, we explore:

1. basics of financial markets and products,

2. basics of probability theories and stochastic calculus,

3. option pricing theories focusing the Black-Scholes Model,

4. portfolio choice theories focusing on Markowitz and Merton models.

▶ Undergraduate Courses

▶ IMEN387 : Introduction to Financial Engineering

The objective of this course is to introduce the recent topics in financial engineering, focusing on the basic theories

of financial derivative pricing, portfolio management, and financial risk management, and their appications (e.g., patent

valuation and Fintech businesses). For this, we explore:

1. the basic theory of financial derivative pricing,

2. its applications to real assets (e.g., patent valuation),

3. the basic theory of financial risk management,

4. the basic theory of portfolio management, and

5. Fintech businesses.

▶ IMEN388 : Investments

The objective of this course is to introduce the recent theories and empirical results of managing financial problems, which may be faced

by individual investors or financial/non-financial companies. The four main subjects are

(1) financial markets and institutions,

(2) portfolio theory(optimal asset allocation),

(3) asset pricing theory, and

(4) fixed income securities.