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Spring 2020 Industrial Engineering and Operations Research E4703 section 001
MONTE CARLO SIMULATION METHODS

Call Number 14152
Day & Time
Location
TR 4:10pm-5:25pm
451 Computer Science Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ali Hirsa
Type LECTURE
Course Description Prerequisites: (IEOR E4701) This graduate course is only for MS Program in FE students. Multivariate random number generation, bootstrapping, Monte Carlo simulation, efficiency improvement techniques. Simulation output analysis, Markov-chain Monte Carlo. Applications to financial engineering. Introduction to financial engineering simulation software and exposure to modeling with real financial data. Note: Students who have taken IEOR E4404 Simulation may not register for this course for credit.
Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 94 students (100 max) as of 4:38PM Thursday, July 2, 2020
Subject Industrial Engineering and Operations Research
Number E4703
Section 001
Division School of Engineering and Applied Science: Graduate
Campus Morningside
Section key 20201IEOR4703E001

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SIS update 07/02/20 16:38    web update 07/02/20 18:20