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ADSE6103 - Financial Engineering for Engineering Managers

Offering Academic Unit
Department of Systems Engineering
Credit Units
3
Course Duration
One Semester
Pre-cursor(s)
Basic statistics knowledge equivalent to that of typical undergraduate science/engineering students
Equivalent Course(s)
SEEM6103 Financial Engineering for Engineering Managers 
(offered until 2021/22)
Course Offering Term*:
Semester A 2023/24

* The offering term is subject to change without prior notice
 
Course Aims
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: 50%
Examination: 50%
Examination Duration: 2 hours
 
Detailed Course Information
ADSE6103.pdf

Useful Links
Department of Systems Engineering