Call Number | 12484 |
---|---|
Day & Time Location |
T 7:10pm-9:40pm 644 Seeley W. Mudd Building |
Points | 1.5 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Cyril Shmatov |
Type | LECTURE |
Method of Instruction | In-Person |
Course Description | Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets. |
Web Site | Vergil |
Department | Industrial Engineering and Operations Research |
Enrollment | 29 students (44 max) as of 3:06PM Saturday, April 27, 2024 |
Subject | Industrial Engineering and Operations Research |
Number | E4723 |
Section | 001 |
Division | School of Engineering and Applied Science: Graduate |
Open To | Engineering:Graduate |
Campus | Morningside |
Note | A-Term |
Section key | 20233IEOR4723E001 |