| Call Number | 11639 |
|---|---|
| Day & Time Location |
MWF 9:00am-4:00pm 303 Seeley W. Mudd Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Ali Hirsa |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 22 students (60 max) as of 9:06PM Tuesday, May 27, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4721 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Undergraduate, Engineering:Graduate |
| Campus | Morningside |
| Note | Lectures on January 9, 11, 13th; 9AM-4PM. +Group Meetings |
| Section key | 20231IEOR4721E001 |