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Fall 2017 Industrial Engineering and Operations Research E4620 section 001
PRICING MODELS FOR FIN ENGIN

Call Number 70913
Day & Time
Location
W 7:00pm-9:30pm
545 Seeley W. Mudd Building
Points 3
Approvals Required None
Instructor David Derosa
Type LECTURE
Course Description Prerequisites: (IEOR E4700) This course is required for undergraduate students majoring in OR:FE. Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities.
Web Site CourseWorks
Department Industrial Engineering and Operations Research
Enrollment 31 students (70 max) as of 12:20AM Tuesday, September 19, 2017
Subject Industrial Engineering and Operations Research
Number E4620
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering and Applied Science: Graduate, Engineering and Applied Science: Undergraduate
Campus Morningside
Section key 20173IEOR4620E001

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SIS update 09/19/17 00:20    web update 09/19/17 15:04