Fall 2026 Industrial Engineering and Operations Research E4701 section 001

STOCHASTIC MODELS FOR FIN ENG

STOCHASTIC MODELS FOR FIN

Call Number 14722
Day & Time
Location
MW 2:40pm-3:55pm
To be announced
Points 3
Grading Mode Standard
Approvals Required None
Instructor David D Yao
Type LECTURE
Method of Instruction In-Person
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 Industrial Engineering and Operations Research
Enrollment 0 students (140 max) as of 8:05PM Friday, April 10, 2026
Subject Industrial Engineering and Operations Research
Number E4701
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Section key 20263IEOR4701E001