SYE6103 - 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: 50% | ||||||||||||
Examination: 50% | ||||||||||||
For a student to pass the course, at least 30% of the maximum mark for the examination should be obtained. | ||||||||||||
Examination Duration: 2 hours | ||||||||||||
Detailed Course Information | ||||||||||||
| SYE6103.pdf | ||||||||||||
