Spring 2023 Industrial Engineering and Operations Research E4703 section 001

MONTE CARLO SIMULATION METHODS

MONTE CARLO SIMULATION ME

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 8:44PM Wednesday, February 28, 2024
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