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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
Spring 2022 Industrial Engineering and Operations Research E4707 section 001 FE CONTINUOUS TIME MODELS | |
| Call Number | 13471 |
| Day & Time Location |
MW 4:10pm-5:25pm 301 Uris Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Xunyu Zhou |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | This graduate course is only for MS program in FE students. Modeling, analysis, and computation of derivative securities. Applications 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 | 126 students (150 max) as of 8:03AM Saturday, June 25, 2022 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4707 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Campus | Morningside |
| Section key | 20221IEOR4707E001 |
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