| Call Number | 16662 |
|---|---|
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Alireza Javaheri |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| Course Description | MS IEOR students only. Application of various computational methods/techniques in quantitative/computational finance. Transform techniques: fast Fourier transform for data de-noising and pricing, finite difference methods for partial differential equations (PDE), partial integro-differential equations (PIDE), Monte-Carlo simulation techniques in finance, and calibration techniques, filtering and parameter estimation techniques. Computational platform will be C++/Java/Python/Matlab/R. |
| Web Site | Vergil |
| Department | Video Network |
| Enrollment | 1 student (99 max) as of 12:06PM Friday, November 28, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4732 |
| Section | V01 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Graduate |
| Fee | $395 CVN Course Fee |
| Note | VIDEO NETWORK STUDENTS ONLY |
| Section key | 20261IEOR4732EV01 |