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Subject offerings of new and developing areas of knowledge in industrial engineering intended to augment the existing curriculum. See Class Schedule or departmental course information for topics and prerequisites. Course Information: 1 to 4 undergraduate hours. 1 to 4 graduate hours. May be repeated in the same or separate terms if topics vary to a maximum of 9 hours.

This course teaches basic knowledge in financial engineering through a project. Topics covered include time value of money and bonds, derivative securities, forward and option contracts, no arbitrage pricing, binomial and Black-Scholes-Merton models, and implied volatility. The required project allows students to implement what they have learned to solve a practical financial engineering problem. Prerequisites include introductory probability and statistics, and computer programming using Python, C/C++, or R. Class time: Week 2, 3: Sunday 8-9pm, Monday ? Thursday 8-9am, 8-9pm, Friday 8-9am. Week 1, 4: Sunday ? Thursday 8-9pm.