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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
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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