IEOR 4620Section V01Fall 20263 credits
Pricing Models for Fin Engin
Call number
Time TBD
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
Description
Lect: 3. Required for undergraduate students majoring in OR:FE. Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities
Reviews
Course experience
n=3, 2010–2014
Aggregated across everyone who has taught this course.
Teaching quality
4.5 / 5
Grading fairness
No signal
Workload
No signal
Difficulty
4.0 / 5 · Hard
Overall sentiment
Mixed
Would take again
Majority say yes
Sources: CULPA (3)