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Spring 2021 Industrial Engineering and Operations Research E4706 section V01
FOUNDATIONS FR FINANCIAL ENGIN
FOUNDATIONS FR FINANCIAL

Call Number 17854
Points 3
Grading Mode Standard
Approvals Required None
Instructor Wenpin Tang
Type LECTURE
Method of Instruction On-Line Only
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 Video Network
Enrollment 2 students (99 max) as of 8:04PM Friday, April 9, 2021
Subject Industrial Engineering and Operations Research
Number E4706
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 20211IEOR4706EV01

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