IMEN486 Introduction to Financial Engineering: Syllabus
※ Date : Tuesday and Thursday 14:0015:15 ※ Lecture room : 4th Science building, Room #407 ※ Lecturer : BongGyu Jang (4th Science building, Tel: 2792372, bonggyujang@postech.ac.kr) ※ Office hour : Tuesday and Thursday 15:1516:15. ※ The objective of this course is to introduce the basic models for pricing financial derivatives to the students. For this, we explore: 1. Financial derivative markets, 2. basic financial modelling, 4. option pricing models, and 5. other related topics. ※ The prerequisite for this course: Basic probability theories, Basic theories in Eng. Math.. ※ Grading policy : Midterm Exam(30%), Final Exam(30%), Homeworks(announced during the classes, 4 times, 10%), term project and/or Presentation(20%), Class Participation(10%) ※ Expected schedule
[WHD] P. Wilmott, S. Howison, and J. Dewynne, The Mathematics of Financial Derivatives: A student introduction, Cambridge univ. press, 1995. [H] J. C. Hull, Options, Futures, and Other Derivatives, 8th Ed (Global Ed.). Pearson. [CS] L. Clewlow and C. Strickland, Implementing Derivatives Models, Wiley, 1998.

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