Spring 2025 Industrial Engineering and Operations Research E4721 section 001

TOPICS IN QUANT FINANCE

Comp. Portfolio Construct

Call Number 18250
Day & Time
Location
W 4:10pm-6:40pm
To be announced
Points 1.5
Grading Mode Standard
Approvals Required None
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 7 students (50 max) as of 6:06PM Thursday, January 2, 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
Note Term B, 1.5 credits, Taught by Sridhar Gollamudi.
Section key 20251IEOR4721E001