Spring 2023 Industrial Engineering and Operations Research E4707 section 001

FE CONTINUOUS TIME MODELS

Call Number 11636
Day & Time
Location
TR 2:40pm-3:55pm
402 Chandler
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 MS program in FE students. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.

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 E4707
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Campus Morningside
Section key 20231IEOR4707E001