David DeRosa is president of DeRosa Research and Trading, Inc. He also an Adjunct Associate Professor of Finance at Columbia University’s Fu Foundation School of Engineering and Applied Science where he teaches courses in financial modeling and derivatives. He has also served as...
IEORE4620 Pricing Models for Financial Engineering
Instructor: David DeRosa
3 pts. Lect: 3. IEOR E4700: Introduction to Financial Engineering, or basic accounting, finance, investment theory, and statistics. This course is required for undergraduate students majoring in OR:FE. This is a course on pricing models that are common to the field of finance, with emphasis on derivatives. The course covers spot, forward, options, exotic options on equities, fixed income, and currency markets. We will also do some introductory work on mortgage-backed securities.