Call Number | 18250 |
---|---|
Day & Time Location |
W 4:10pm-6:40pm 501 Schermerhorn Hall [SCH] |
Points | 1.5 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Sridhar Gollamudi |
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 | 8 students (50 max) as of 5:06PM Sunday, March 30, 2025 |
Subject | Industrial Engineering and Operations Research |
Number | E4721 |
Section | 001 |
Division | School of Engineering and Applied Science: Graduate |
Note | Term B, 1.5 credits. Meets from March till May |
Section key | 20251IEOR4721E001 |