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Master of Science in Finance

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Module 04 - Financial Engineering

This course presents a broad range of recent and important financial innovations and initiates participants to the fundamentals of financial engineering and quantitative analysis of investments management. The course covers the quantitative analysis part of the CFA Level 1 and 2 syllabus and introduces the student to the advanced statistical techniques which form the toolbox of financial engineers and risk managers. At the end foreign exchange overlay strategies are described and examined in detail from a rigorous quantitative angle to help corporate hedgers and active speculators design systematic strategies. The objective of the course is to give the participants knowledge of how to design and validate models for the valuation and validation of advanced financial products and investment strategies.

Written by DELPHINE DUFIET
Date of update June 30, 2008

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