This course introduces students the fundamental concepts and techniques of financial engineering, including discussions of financial markets and institutions, typical financial securities and their derivatives including futures, forwards, swaps, and options, concepts of arbitrage pricing, portfolio theory, derivative pricing theory, valuation methods, and data analytical tools for investment and security analysis. The goal of the course is to develop intuitive understanding of these concepts and techniques and apply them in the context of financial and business analytics.

Note: To pass the course, apart from obtaining a minimum of 40% of the maximum mark of the overall mark, a student must also obtain a minimum mark of 30% of the maximum mark of the continuous assessment, and a minimum mark of 30% of the maximum mark of the examination.