An optimization view of financial engineering -- Basics of risk management -- Mean-variance analysis -- Portfolio models for fixed income -- Scenario optimization -- Dynamic portfolio optimization with stochastic programming -- Index funds -- Designing financial products -- Scenario generation -- International asset allocation -- Corporate bond portfolios -- Insurance policies with guarantees -- Personal financial planning -- A library of financial optimization models -- Basics of optimization -- Basics of probability theory -- Stochastic processes

1. Financial engineering
2. Finance -- Mathematical models
3. Mathematical optimization