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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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SIS update 06/25/22 08:03    web update 06/25/22 17:34