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Spring 2021 Industrial Engineering and Operations Research E4630 section V01
ASSET ALLOCATION

Call Number 17850
Points 3
Grading Mode Standard
Approvals Required None
Instructor Yanwei Jia
Type LECTURE
Method of Instruction On-Line Only
Course Description Prerequisites: (IEOR E4700) Models for pricing and hedging equity, fixed-income, credit-derivative securities, standard tools for hedging and risk management, models and theoretical foundations for pricing equity options (standard European, American equity options, Asian options), standard Black-Scholes model (with multiasset extension), asset allocation, portfolio optimization, investments over longtime horizons, and pricing of fixed-income derivatives (Ho-Lee, Black-Derman-Toy, Heath-Jarrow-Morton interest rate model).
Web Site Vergil
Department Video Network
Enrollment 4 students (99 max) as of 8:04PM Friday, April 9, 2021
Subject Industrial Engineering and Operations Research
Number E4630
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 20211IEOR4630EV01

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