ORIE 4600 — Introduction to Financial Engineering
General Information
This is an introduction to the most important notions and ideas in modern financial engineering, such as arbitrage, pricing, derivatives, options, interest rate models, risk measures, equivalent martingale measures, complete and incomplete markets, etc. Most of the time the course deals with discrete time models. This course can serve as a preparation for a course on continuous time financial models such as ORIE 5600.
Full Cornell course description (SP26)
Credits: 3
Prerequisites and Enrollment
Prerequisites: ORIE 3500.
Recorded Offerings
| Semester | Listed instructors | Course details |
|---|---|---|
| Spring 2026 | John Richard Callister | Roster / syllabus |
Workload and General Advice
Student contributions have not been added yet. Consult the offering’s syllabus for assignments and assessment details.
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Course information checked against Cornell’s Spring and Fall 2026 rosters on September 18, 2026. The listed semesters are verified examples, not a complete offering history.