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Fall 2022 Industrial Engineering and Operations Research E4724 section 001
TOPICS IN QUANTATIVE FINANCE
TERM STRUCTURES& CREDIT MODELS

Call Number 11752
Day & Time
Location
W 6:00pm-8:30pm
To be announced
Points 3
Grading Mode Standard
Approvals Required None
Instructor Luca Capriotti
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 12 students (50 max) as of 4:11PM Wednesday, June 29, 2022
Subject Industrial Engineering and Operations Research
Number E4724
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Campus Morningside
Section key 20223IEOR4724E001

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SIS update 06/29/22 16:11    web update 06/29/22 16:34