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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
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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