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
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