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Spring 2021 Industrial Engineering and Operations Research E4707 section 001
FE CONTINUOUS TIME MODELS

Call Number 13509
Day & Time
Location
TR 5:40pm-6:55pm
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructor Xunyu Zhou
Type LECTURE
Method of Instruction On-Line Only
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 48 students (100 max) as of 2:12PM Saturday, February 27, 2021
Subject Industrial Engineering and Operations Research
Number E4707
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Campus Morningside
Section key 20211IEOR4707E001

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SIS update 02/27/21 14:12    web update 02/27/21 17:20