ADSE6103 - Financial Engineering for Engineering Managers
|* The offering term is subject to change without prior notice|
This course introduces the essential aspects of financial engineering to engineering management students. No prior background in finance is assumed. The topics of the course include: a brief review of basic probability and statistics; introduction to time series models; calculation of investment returns; portfolio theory; the Capital Asset Pricing model; option pricing; value-at-risk; and real options valuation. The students will learn to apply the financial engineering tools to aid managerial decision making and managing risk in engineering enterprises.
Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 45%
Examination Duration: 2 hours
Detailed Course Information
| Department of Advanced Design and Systems Engineering|