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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 E4706 section 001 FOUNDATIONS FR FINANCIAL ENGIN FOUNDATIONS FR FINANCIAL | |
| Call Number | 13478 |
| Day & Time Location |
MW 10:10am-11:25am 233 Seeley W. Mudd Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Wenpin Tang |
| Type | LECTURE |
| Method of Instruction | Hybrid |
| Course Description | Prerequisites: (IEOR E4701) and (IEOR E4702) and linear algebra. This graduate course is only for MS Program in FE students, offered during the summer session. Discrete-time models of equity, bond, credit, and foreign-exchange markets. Introduction to derivative markets. Pricing and hedging of derivative securities. Complete and incomplete markets. Introduction to portfolio optimization, and the capital asset pricing model. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 47 students (100 max) as of 2:12PM Saturday, February 27, 2021 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4706 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Graduate |
| Campus | Morningside |
| Section key | 20211IEOR4706E001 |
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