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Spring 2019 Industrial Engineering and Operations Research E4707 section 001
FINANCIAL ENGINEERING II
FE: CONTINUOUS TIME MODELS

Call Number 28140
Day & Time
Location
TR 5:40pm-6:55pm
833 Seeley W. Mudd Building
Points 3
Approvals Required None
Instructor Xunyu Zhou
Type LECTURE
Course Description Prerequisites: (IEOR E4701) This graduate course is only for MS Program in FE students. Modeling, analysis, and computation of derivative securities. Application of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.
Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 96 students (120 max) as of 12:29AM Saturday, December 15, 2018
Subject Industrial Engineering and Operations Research
Number E4707
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering and Applied Science: Graduate
Campus Morningside
Section key 20191IEOR4707E001

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