IE 524
Spring 2011 All Classes
All Classes
Credit: 4 hours.
Basic optimization models, theory and methods for financial engineering including linear, quadratic, nonlinear, dynamic integer, and stochastic programming; applications to portfolio selection, index fund tracking, asset management, arbitrage detection, option pricing and risk management; optimization software for classes of optimization problems. Projects requiring building optimization models based on financial market data and solutions using optimization solvers.
Section Status updates every 10 minutes.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
53154
|
Lecture-Discussion
|
P
|
3:00PM
-4:40PM
|
MW
|
101 Transportation Building
|
Peng, J
|
|