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 9:05PM Tuesday, May 6, 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 |