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Viewing: FNCE 404 : Financial Engineering

Last approved: Tue, 24 Mar 2020 16:09:30 GMT

Last edit: Tue, 24 Mar 2020 16:09:29 GMT

First Name Last Name Userid Title Home School Org Short Name
Andrea Rollins rollins ACAD AFF COORD Wharton School WH FINANCE
FINANCE
404
Fall 2020 (Non-Substantive Changes ONLY)
 
Financial Engineering
This course expands the key insights from the prior quantitative finance classes such as Derivatives and Fixed Income by using more advanced tools in statistics and applied mathematics. Its focus is on devising new and innovative financial products, often employing financial derivatives and related dynamic strategies, to address pmifolio and risk-management problems. The course structure involves an introductory lectures and case discussions in the first half, and a capstone "real life" group project where students will seek to address specific problems in finance faced by sell-side banks, and buy-side corporate clients or investment funds. Each project will focus on practical economic needs and standard activities of a specific client and/or bank and the use of derivatives and dynamic strategies to solve them.
Every Other Term

Sector Requirements

 
Your department or program fields a variety of courses to meet distinct educational needs. Please explain how this course fits into your department's plan for participating in the general education curriculum of the College. The sector panel will want to know what is distinctive about this course along with the other courses your department lists in the sector that makes them suitable for the sector requirement.
 
 
Course offered summer, fall and spring terms
 
 
 
 
 
 
 
 

Methods of Assessment

 
 
 

Sector I - Society

 
 
 
 
 
 
 
 
 
 
 
 

Sector II - History and Tradition

 
 
 
 
 
 
 
 
 
 
 
 
 
 

Sector III - Arts & Letters

 
 
 
 
 
 
 
 

Sector IV - Humanities and Social Science

 
 
 
 
 
 
 
 

Sector V - Living World

 
 
 
 
 
 
 
 
 
 

Sector VI - Physical World

 
 
 
 
 
 
 
 
 
 

Sector VII - Natural Sciences and Mathematics

 
 
 
 

Administrative Field

 
 
 
 
 
Key: 617