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Spring 2021 Industrial Engineering and Operations Research E4500 section V01
APPLICATIONS PROGRAMMNG FOR FE

Call Number 17904
Points 3
Grading Mode Standard
Approvals Required None
Instructor Daniel Bienstock
Type LECTURE
Method of Instruction On-Line Only
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 Video Network
Enrollment 2 students (99 max) as of 8:04PM Friday, April 9, 2021
Subject Industrial Engineering and Operations Research
Number E4500
Section V01
Division School of Engineering and Applied Science: Graduate
Open To Columbia Video Network
Campus Video Network
Fee $395 CVN Course Fee
Note VIDEO NETWORK STUDENTS ONLY
Section key 20211IEOR4500EV01

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SIS update 04/09/21 20:04    web update 04/09/21 21:23