Department

Finance

Course Code

FIN 451

Course Title

Financial Engineering.

Course Credit

3 hours

Prerequisite Course

FIN 361

Course Level

Elective course.

Course Description

The course focuses on the use of mathematical modelling techniques to design, price, and hedge securities and portfolios. Topics covered are: the usage of derivatives to manage risk, the design of new financial instruments, and the estimation of complex portfolios risks.

Course Material

Principles of Financial Engineering, Salih Neftci, Academic Press, Latest edition.

Reading Recommendation

Websites of national and international financial organizations like SAMA, CMA, TADAWUL, NYSE, LSE, TSE, BIS etc

Some new financial innovative instruments related web based learning may be desirable.

 Financial newspapers & journals like Wall street, Financial times etc.

Course Language

English