| Call Number | 12347 |
|---|---|
| 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 | 35 students (60 max) as of 7:06PM Thursday, October 30, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4721 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Note | Class meets 9am-1pm in 303 Mudd on 5/20, 5/21, 5/23 and 5/24 |
| Section key | 20242IEOR4721E001 |