Difference between revisions of "FE530 Introduction to Financial Engineering"

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|Name = [[Saverio Minervini]]
 
|Name = [[Saverio Minervini]]

Revision as of 14:38, 15 February 2018



Course Catalog Description

Introduction

Campus Fall Spring Summer
On Campus {{{Opening_Term_Fall_On_Camp}}} {{{Opening_Term_Spring_On_Camp}}} {{{Opening_Term_Summer_On_Camp}}}
Web Campus {{{Opening_Term_Fall_Web_Camp}}} {{{Opening_Term_Spring_Web_Camp}}} {{{Opening_Term_Summer_Web_Camp}}}

Instructors

Professor Email Office
Saverio Minervini
sminervi@stevens.edu



More Information

Course Description

The main topics include: equities, fixed‐ income securities, options, futures and other derivatives. Also, we will discuss about their pricing models and investment strategies. 

Course Outcomes

Build up the basic knowledge of the capital markets, various financial instruments as key concepts in risk management.


Course Resources

Textbook

There are no required textbooks for this course, and I will cover the material in class with class notes, which will be posted before each class.

Additional References

(NOT REQUIRED)

  • John Hull, Options, Futures, and Other Derivatives, (ISBN-13: 978-0133456318)
  • Damodaran on Valuation: Security Analysis for Investment and Corporate Finance (ISBN-13: 978- 0471751212)
  • Frank J. Fabozzi, Fixed Income Analysis, (ISBN-13: 978-0470052211)
  • Helyette Geman, Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (ISBN-13: 978-0470012185)



Grading

Grading Policies

  • Class Participation: 15%
  • Assignments: 15%
  • Research Project: 70% 

 

 


Lecture Outline

Lecture Outline

Topic Reading
{{{Week1}}} {{{Topic1}}} {{{Reading1}}}
Week  Date Subject

1

1-Sep-16 Introduction to Financial Engineering & Capital Markets Overview

2

8-Sep-16 Capital Markets Overview

3

15-Sep-16 Corporate Finance & Valuation 

4

22-Sep-16 Equity Analysis

5

29-Sep-16 Fixed Income Debt Securities 

6

6-Oct-16 Overview of Bonds Sectors & Instruments

7

13-Oct-16 Valuation of Debt Securities

8

20-Oct-16 Securitized Products

9

27-Oct-16 Leveraged Loans & CLO's

10

3-Nov-16 General Principles of Credit Analysis

11

10-Nov-16 Foreign Exchange

12

17-Nov-16 Commodities

13

24-Nov-16 Derivatives & Options

14

1-Dec-16 Derivatives & Options 

15

8-Dec-16 Alternative Investments 

16

15-Dec-16 Research Presentations