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This is a series of
two short courses—Financial Engineering 1 and 2. They are designed for professionals who want
to become financial engineers or need to understand financial
engineering concepts. In the courses,
students employ financial engineering tools to perform real-world
financial engineering tasks. This gives them the confidence to
apply what they have learned back on the job.
Each course lasts two days and includes lectures,
demonstrations and exercises. Students should come to each course
prepared to work hard. They also need to have suitable math
skills. They should either have taken the financial mathematics
series of courses or already have in-depth knowledge of the
math covered in those courses.
The financial engineering courses are perfect for
anyone who has ever felt overwhelmed by the vast literature on
financial engineering. There is so much to know ... changes of
measure, state prices, filtrations, Ito's lemma, incomplete
markets, etc. What is important? What isn't? Where do you begin?
These courses are the answer. They explain such concepts, place
them in context and describe what they mean.
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The
courses are practical but rigorous. They have two goals:
 to go beyond
theory and get students actually using the concepts they learn,
and
to provide a
firm grounding in financial engineering, so students can go on to
study further on their own.
Consistent with the second goal, at the end of each course,
attendees
receive a standard financial engineering text that will get you on
your way.
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