| Call Number | 11815 |
|---|---|
| Day & Time Location |
MW 10:10am-11:25am 329 Pupin Laboratories |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Anran Hu |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | We will take a hands-on approach to developing computer applications for Financial Engineering. Special focus will be placed on high-performance numerical applications that interact with a graphical interface. In the course of developing such applications we will learn how to create DLLs, how to integrate VBA with C/C++ programs, and how to write multithreaded programs. Examples of problems settings that we consider include simulation of stock price evolution, tracking, evaluation and optimization of a stock portfolio; optimal trade execution. In the course of developing these applications, we review topics of interest to OR:FE in a holistic fashion. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 92 students (100 max) as of 9:07PM Monday, November 3, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4500 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Section key | 20253IEOR4500E001 |