Fall 2023 Industrial Engineering and Operations Research E4728 section 001

TOPICS IN QUANTITATIVE FINANCE

ALTERNATIVE INVESTMENTS

Call Number 12485
Day & Time
Location
R 4:10pm-6:40pm
303 Seeley W. Mudd Building
Points 1.5
Grading Mode Standard
Approvals Required None
Instructor Khosrow Dehnad
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. 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 55 students (60 max) as of 3:06PM Saturday, April 27, 2024
Subject Industrial Engineering and Operations Research
Number E4728
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Graduate
Campus Morningside
Note B-Term
Section key 20233IEOR4728E001