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 |