Fall 2024 Industrial Engineering and Operations Research E4701 section V01

STOCHASTIC MODELS FOR FIN ENG

STOCHASTIC MODELS FOR FIN

Call Number 17610
Points 3
Grading Mode Standard
Approvals Required None
Instructor David D Yao
Type LECTURE
Method of Instruction On-Line Only
Course Description

This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald’s equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes.

Web Site Vergil
Department Video Network
Enrollment 2 students (99 max) as of 9:14PM Wednesday, November 20, 2024
Subject Industrial Engineering and Operations Research
Number E4701
Section V01
Division School of Engineering and Applied Science: Graduate
Open To Columbia Video Network
Fee $395 CVN Course Fee
Note VIDEO NETWORK STUDENTS ONLY
Section key 20243IEOR4701EV01