Directory of Classes

NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Fall 2022 Industrial Engineering and Operations Research E4706 section 001
FOUNDATIONS FR FINANCIAL ENGIN
FOUNDATIONS OF FINANCIAL ENGIN

Call Number 11742
Day & Time
Location
MW 10:10am-11:25am
To be announced
Points 3
Grading Mode Standard
Approvals Required None
Instructor Wenpin Tang
Type LECTURE
Method of Instruction In-Person
Course Description This graduate course is only for M.S. Program in Financial Engineering 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 75 students (100 max) as of 4:34PM Tuesday, August 9, 2022
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 20223IEOR4706E001

Home      About This Directory      Online Bulletins      ColumbiaWeb      SSOL
SIS update 08/09/22 16:34    web update 08/09/22 19:31