| Call Number | 18441 |
|---|---|
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Ali Hirsa |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| 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 | Video Network |
| Enrollment | 1 student (99 max) as of 9:06PM Friday, April 19, 2024 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4703 |
| Section | V01 |
| Division | School of Engineering and Applied Science: Graduate |
| Campus | Video Network |
| Fee | $395 CVN Course Fee |
| Note | VIDEO NETWORK STUDENTS ONLY |
| Section key | 20231IEOR4703EV01 |