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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
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 750 Schapiro [SCEP] |
| 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 | 16 students (50 max) as of 7:07PM Tuesday, March 21, 2023 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4724 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Campus | Morningside |
| Section key | 20223IEOR4724E001 |
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