| Call Number | 11635 |
|---|---|
| Day & Time Location |
TR 8:40am-9:55am 402 Chandler |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Ali Hirsa |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | This graduate course is only for M.S. Program in Financial Engineering students. Multivariate random number generation, bootstrapping, Monte Carlo simulation, efficiency improvement techniques. Simulation output analysis, Markov-chain Monte Carlo. Applications to financial engineering. Introduction to financial engineering simulation software and exposure to modeling with real financial data. Note: Students who have taken IEOR E4404 Simulation may not register for this course for credit. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 96 students (120 max) as of 5:06PM Saturday, May 10, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4703 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Graduate |
| Campus | Morningside |
| Section key | 20231IEOR4703E001 |