Financial Engineering

Weijie Chen

INTRODUCTION



Financial Engineering is a field of applied mathematics that uses mathematical models and computational techniques to solve financial problems. It is a multidisciplinary field that combines financial theory, mathematics, statistics, and computer science to develop tools and techniques for managing financial risk and creating financial products. Financial engineers work in a variety of industries, including investment banking, asset management, insurance, and consulting. They use their skills to develop models for pricing and hedging financial instruments, managing portfolios, and analyzing risk. This book provides an introduction to the key concepts and techniques of financial engineering, with a focus on practical applications in the financial industry. THIS BOOK IS UNDER CONSTRUCTION, WILL BE UPDATED REGULARLY.


TABLE OF CONTENTS