| Call Number | 18090 |
|---|---|
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | David D Yao |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| 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 | Video Network |
| Enrollment | 3 students (99 max) as of 7:05PM Friday, April 26, 2024 |
| 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 | 20231IEOR4707EV01 |