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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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