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Spring 2021 Industrial Engineering and Operations Research E4707 section V01
FE CONTINUOUS TIME MODELS
FE: CONTINUOUS TIME MODELS

Call Number 17855
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 Video Network
Enrollment 2 students (99 max) as of 8:04PM Friday, April 9, 2021
Subject Industrial Engineering and Operations Research
Number E4707
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 20211IEOR4707EV01

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