Directory of Classes

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 V01
MONTE CARLO SIMULATION METHODS
MONTE CARLO SIMULATION ME

Call Number 17853
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ali Hirsa
Type LECTURE
Method of Instruction On-Line Only
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 Video Network
Enrollment 1 student (99 max) as of 8:04PM Friday, April 9, 2021
Subject Industrial Engineering and Operations Research
Number E4703
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 20211IEOR4703EV01

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