course-details-portlet

TIØ4550

Financial Engineering, Specialization Project

Credits 15
Level Second degree level
Course start Autumn 2025
Duration 1 semester
Language of instruction Norwegian
Location Trondheim
Examination arrangement Work

About

About the course

Course content

The students need to have their choice of specialization and project approved by the department during the semester before they want to take this specialization project. A list of possible projects will be available before the students need to choose specialization. Each project might have its own requirement for 4th year courses. The actual academic content will vary with the chosen project.

Learning outcome

The course is mandatory for the students in their 5th year taking the Financial Engineering specialization. It will give students in-depth knowledge and competence to do independent analyses within the area. By financial engineering we mean employing financial economics and quantitative analysis approaches, to make pricing, investment, hedging/risk management and portfolio management decisions. The specialization is also broader than this, offering to write a project thesis on a specialized topic within the areas of finance, investment analysis/capital budgeting, econometrics, the operations and economics/finance interface, and financial management/accounting. Knowledge aquired in this course: Detailed knowledge on identifying, analysing, modelling, and applying and implementing solutions of topic-specific challenges within their chosen topic. Skills to structure challenges within investment, finance and financial management, challenges for business decision making especially in the interface between technology, business and economics. - Skills to choose an appropriate method to solve a problem - Skills to use appropriate tools to implement models and methods so that one can do business and economic analyses and discussion - The student will learn how to write a scientific report - The student will learn about, and practiced, how to search for relevant literature to gain completing knowledge - The student will have gained general knowledge about business analyses within investment appraisal/capital budgeting, finance and financial management. - The student will form a basis for communicating meaningfully to both economists and engineers about problems at the interface between engineering, business and economics.

After completing the course, the student should understand important analytical concepts, methods and models in finance and economics. Regarding research methodology, the student should be able to define a research question, apply a method, and understand and discuss results as well as being able to communicate the results and their implications. The candidate should also be able to present his/her own work as well as discuss other papers.

Learning methods and activities

The project is a large written exercise, which often includes implementation of economic models, financial models, or financial management models on a computer. There will be regular supervision meetings in addition to the students indepentent work. The project is done alone or by a group of up to three students.

Required previous knowledge

This course requires TIØ4145 Corporate Finance as well as at least one of TIØ4140 Project Evaluation and Financing and TIØ4317 Empirical and Quantitative Methods in Finance in the 4th year. If only one of the two latter courses are taken, students must have taken TIØ4285 Modeling and analysis of industrial value chains also.

Students taking this project course must also elect TIØ4557 Financial Engineering, Specialization Course.

From 2026/2027, the requirement is tightened, so that TIØ4285 is no longer qualifying, and students need all of TIØ4145, TIØ4317 and TIØ4140.

Course materials

To be announced.

Timetable

Timetable

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Examination

Examination

Examination arrangement: Work
Grade: Letter grades

Ordinary examination - Autumn 2025

Work
Weighting 100/100 Date Release 2025-09-16
Submission 2025-12-16 Time Release 12:00
Submission 23:59 Exam system Inspera Assessment

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