| Call Number | 11848 |
|---|---|
| Day & Time Location |
F 1:00pm-5:00pm To be announced |
| Day & Time Location |
S 9:00am-6:00pm To be announced |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Ali Hirsa |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Selected topics of interest in area of quantitative finance. 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. Note: open to IEOR students only. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 63 students (85 max) as of 6:06PM Friday, April 25, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4742 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Business, Engineering:Undergraduate, Engineering:Graduate |
| Note | 9/5 1-5pm, 9/6 9-1pm &3-6pm, 9/12 1-5pm, 9/13 9-1pm. |
| Section key | 20253IEOR4742E001 |