Financial Engineering school training courses in Atlanta, GA (public, in-house or online)

The MS IE program is available to students with an industrial engineering background and to other engineers who satisfy requirements covering the principal subject matter of the current BS IE curriculum. The other master’s programs are available for students holding the BS in engineering, mathematics, or science. Requisites include work in probability, statistics, linear algebra, calculus, and optimization, as well as selected application area work. The student may satisfy these requirement...

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Covers risk management techniques for corporations and managers of equity, bond and derivative portfolios. Topics include measurement of corporate risk exposure, portfolio risk exposure and value at risk for financial institutions; hedging the price risk of commodities, exchange rates, interest rates and equity markets; credit risk management; portfolio insurance; portfolio immunization; synthetic assets; and computer applications

This course offers an overview of modern financial markets for various securities: equities, FX, and fixed income, different types of traders, orders, and market structures. It also discusses market microstructure models used for describing price formation in dealer markets (inventory models and information-based models). Students will also learn about models of the limit-order markets, and optimal order execution: optimal order slicing, and maker-versus-taker strategies. This course introduces ...

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This course covers the design and implementation of financial models using object oriented programming. It discusses advanced applications on quantitative finance with special emphasis on derivatives pricing and their calculations using commonly known formulas such as the Black-Scholes and lattice models. The course uses available simulation techniques such as Monte Carlo simulation and its implentations in fianncial engineering problems. Students will be able to design options pricing models, t...

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The vast complexity of financial markets compels industry to look for experts who not only understand how they work, but also posses the mathematical knowledge to uncover their patterns and the computer skills to exploit them. To achieve success, banking and securities industries must come to grips with securities valuation, risk management, portfolio structuring, and regulation-knowledge embracing applied mathematics, computational techniques, statistical analysis, and economic theory. This fou...

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