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Bilkent University

Online Academic Catalog

Undergraduate and Graduate Programs 2020-2021

IE 540 Financial Engineering

Stochastic models for financial markets and decision-making problems under these models. Topics include the principle of no-arbitrage, fundamental theorems of asset pricing, pricing and hedging, preference relations, utility functions, portfolio optimization, convex risk measures, set-valued risk measures. Credit units: 3 ECTS Credit units: 5.

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