Spring 2026 Industrial Engineering and Operations Research E4721 section 001

TOPICS IN QUANT FINANCE

Comp. Portfolio Construct

Call Number 13309
Day & Time
Location
W 4:10pm-6:40pm
To be announced
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 25 students (50 max) as of 4:06PM Friday, November 28, 2025
Subject Industrial Engineering and Operations Research
Number E4721
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Note This is a 3 credit Class
Section key 20261IEOR4721E001