Financial Engineering

Financial Engineering

• Attainment Descriptors
  • Gauge the need for probabilistic models
  • Discuss the Weiner process, Geometric Brownian Motion, and Binomial Model
  • Analyze Monte Carlo simulation and Black-Scholes Model, Hull-White and Copula Model
  • Examine Volatility and Generalized Auto Regressive Conditional Heteroskedasticity (GARCH), Value at Risk (VaR) and Credit valuation adjustment (CVA)