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Spring 2021 Industrial Engineering and Operations Research E4703 section 001
MONTE CARLO SIMULATION METHODS
MONTE CARLO SIMULATION ME

Call Number 13477
Day & Time
Location
TR 10:10am-11:25am
1127 Seeley W. Mudd Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ali Hirsa
Type LECTURE
Method of Instruction Hybrid
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 66 students (100 max) as of 8:02AM Sunday, February 28, 2021
Subject Industrial Engineering and Operations Research
Number E4703
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Campus Morningside
Section key 20211IEOR4703E001

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SIS update 02/28/21 08:02    web update 02/28/21 09:35