APS1022H: Financial Engineering 2

This course provides an introduction to financial engineering concepts especially relevant for engineering students. The major topics include the theory of interest, applied interest rate analysis, fixed-income securities, e.g., bonds, basic derivative securities, options, portfolio (mean-variance) optimization theory (including practical engineering issues), the capital asset pricing model, and introduction to options and option pricing.

Credit Value (FCE)

0.50

Campus(es)

St. George

Delivery Mode

In Class

School of Graduate Studies University of Toronto 63 St. George Street Toronto, ON Canada M5S 2Z9
Tel: 416-978-6614

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Traditional Land Acknowledgement

We wish to acknowledge this land on which the University of Toronto operates. For thousands of years it has been the traditional land of the Huron-Wendat, the Seneca, and the Mississaugas of the Credit. Today, this meeting place is still the home to many Indigenous people from across Turtle Island and we are grateful to have the opportunity to work on this land.