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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 2022 Industrial Engineering and Operations Research E4703 section 001
MONTE CARLO SIMULATION METHODS
MONTE CARLO SIMULATION ME

Call Number 13470
Day & Time
Location
TR 8:40am-9:55am
417 International Affairs Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ali Hirsa
Type LECTURE
Method of Instruction In-Person
Course Description This graduate course is only for M.S. Program in Financial Engineering 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 150 students (200 max) as of 9:04AM Monday, November 28, 2022
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 20221IEOR4703E001

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SIS update 11/28/22 09:04    web update 11/28/22 09:24