Course Objectives:
Finance has evolved as an exciting discipline in terms of innovations in the recent past. The objective of the course is on the use of mathematical models on financial instruments and knowledge of innovative tools of financial engineering called derivatives. Financial Engineering starts where the financial analysis ends.
Learning Outcomes
On completion of this course, the student will be able to:
- Explain and critically discuss the concepts behind financial engineering
- Understand how financial practitioners use derivatives to address problems in finance and investment
- Formulate and explain the approaches used in current methodologies used to price derivatives, and be able to price a variety of options using both analytical and numerical methods
- Understand the theory and practice of engineering new financial products
- Explain and be able to apply option pricing to deal with the unique nature of different types of the underlier
Pre-requisites: The prerequisites are knowledge of Financial Derivatives Systems and Financial Markets and regulation.
- Lecturer: Manungo Conwell Rusununguko