| Call Number | 14642 |
|---|---|
| Day & Time Location |
MW 8:40am-9:55am To be announced |
| 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 | 94 students (125 max) as of 6:06PM Thursday, January 2, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4703 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Graduate |
| Section key | 20251IEOR4703E001 |