| Call Number | 11636 |
|---|---|
| Day & Time Location |
TR 2:40pm-3:55pm 402 Chandler |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | David D Yao |
| 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 | 96 students (120 max) as of 9:05PM Friday, April 26, 2024 |
| 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 | 20231IEOR4707E001 |