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401-8906-00L 6 Credits
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Financial Engineering

Lecturers & Examiners: Prof. Dr. Markus Leippold
VVZ CR n/a

Last Updated: 2026-02-05 15:09:08

Abstract

The course addresses four broad topics in financial engineering that are currently of high interest to the finance industry:1) equity engineering 2) interest rate engineering 3) volatilityengineering 4) credit engineering.Students learn the different product structures in these markets andthey learn how to price these products, including the application ofsome numerical methods.

General Information

Language
English
Frequency
Yearly recurring

Examination

Type
end-of-semester examination

Course Components

Type Title Time & Place Hours
lecture Financial Engineering
  • Wed 12:15-13:45
  • Thu 12:15-13:45
4 h weekly

Offered In