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Graduate Degree Programs

These course descriptions are not being updated as of August 1, 2016. Current course descriptions are maintained in LionPATH.

Industrial Engineering (I E)

I E 530 Financial Engineering (3) Financial option pricing and portfolio design relevant to investment decision making.

I E 530 Financial Engineering (3)

The objective of this course is to provide students with the basic terminology, concepts, and issues relevant to financial engineering. It serves as an introduction to the investment, financial instruments, and valuation of projects via portfolio theory and option pricing and is primarily for students who have had exposure to multi-variable calculus and probability theory. Students will learn the core concepts and advanced techniques for decision making of capital investment and for managing and valuing risky projects. This course also aims to enable students to effectively use tools in finance and mathematics in order to conduct rigorous reseach on topics involving the analysis of managing and valuing flexibility and uncertainty. A requisite course in applied stochastic processes will provide the necessary background on probability models needed for this course.

General Education: None
Diversity: None
Bachelor of Arts: None
Effective: Fall 2010
Prerequisite: I E 516

Note : Class size, frequency of offering, and evaluation methods will vary by location and instructor. For these details check the specific course syllabus.


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Course descriptions are stored in LionPATH, the University-wide student information system. Please visit the LionPATH Course Catalog to access current course descriptions. At that point, you will be leaving the University Bulletin website.

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