FE 530 Introduction to Financial Engineering

Professor John Kaufman

Survey sheet – previous courses or background in math, statistics, probability theory,

accounting, economics, computer science, and finance.

Name cards – Socratic method and class participation counts

Teams/Projects

Research report topic -- due in three weeks Sept 20

Report due in eight weeks Oct 25

Quantitative models – model due in week five, Nov. 8

back testing and presentation in week ten TBD

Text and Reading

Paul Wilmott, Introduction to QF

WSJ daily

Handouts – articles and examples

FE Seminar

Exams

Midterm in week 6

Final in final exam week or before

Quizzes almost each week

Attendance is mandatory for class and FE Seminar unless I receive an email BEFORE

class

Grade – nearly equal weight of projects, book reports, exams, quizzes and class

participation/attendance – with some discretion