Financial Engineering
This two-hour course is given in English
and is designed for engineering students.
The following topics are discussed (at a non-technical level):
- Deterministic cash flow streams,
- Single-period random cash flows,
- Derivative securities,
- General cash flow streams.
By the end of this course, the (engineering) student should be able to assess the
importance of modern finance techniques within an engineering context. The
textbook cited below endeavours to emphasise fundamental principles and to
illustrate how these principles can be mastered and transformed into sound and
practical solutions of actual investment problems. The course was designed for
engineering students who have some familiarity with basic mathematics;
typically a 5th semester (or higher) engineering student at the ETH.
This course is based on the textbook:
Students are expected to have a copy.
Links to:
Courses and Seminars,
Financial and Insurance Mathematics,
RiskLab
Please send comments and suggestions concerning this page to
Uwe Schmock,
e-mail: schmock@math.ethz.ch
Last update: January 23, 2003