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Spring 2021 Industrial Engineering and Operations Research E4500 section 001
APPLICATIONS PROGRAMMNG FOR FE
APPLICATIONS PROGRAMMNG F

Call Number 13464
Day & Time
Location
MW 4:10pm-5:25pm
545 Seeley W. Mudd Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Daniel Bienstock
Type LECTURE
Method of Instruction Hybrid
Course Description Prerequisites: Computer programming or instructors approval. This course is required for undergraduate students majoring in OR:FE. In this course we will take a hands-on approach to developing computer applications for Financial Engineering. Special focus will be placed on high-performance numerical applications that interact with a graphical interface. In the course of developing such applications we will learn how to create DLLs, how to integrate VBA with C/C++ programs, and how to write multithreaded programs. Examples of problems settings that we will consider include: simulation of stock price evolution, tracking, evaluation and optimization of a stock portfolio; optimal trade execution. In the course of developing these applications we will review topics of interest to OR/FE in a holistic fashion.
Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 22 students (100 max) as of 8:02AM Sunday, February 28, 2021
Subject Industrial Engineering and Operations Research
Number E4500
Section 001
Division School of Engineering and Applied Science: Graduate
Campus Morningside
Section key 20211IEOR4500E001

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SIS update 02/28/21 08:02    web update 02/28/21 09:35