SEEM6103 - Financial Engineering for Engineering Managers | ||||||||||
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* 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: 45% | ||||||||||
Examination: 55% | ||||||||||
Examination Duration: 2 hours | ||||||||||
Detailed Course Information | ||||||||||
SEEM6103.pdf | ||||||||||
Useful Links | ||||||||||
Department of Systems Engineering and Engineering Management |