Fall 2023 Industrial Engineering and Operations Research E4701 section 001

STOCHASTIC MODELS FOR FIN ENG

STOCHASTIC MODELS FOR FIN

Call Number 12098
Day & Time
Location
TR 11:40am-12:55pm
301 Pupin Laboratories
Points 3
Grading Mode Standard
Approvals Required None
Instructor Daniel Lacker
Type LECTURE
Method of Instruction In-Person
Course Description

This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald’s equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes.

Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 105 students (120 max) as of 10:06AM Sunday, April 28, 2024
Subject Industrial Engineering and Operations Research
Number E4701
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Campus Morningside
Section key 20233IEOR4701E001