IE 523

Fall 2021 Part of Term 1

Part of Term 1
Aug 23-Dec 8

Financial Computing

SHOW FINAL EXAM SCHEDULE

Credit: 4 hours.

Review of C++ programming: structures, classes, I/O, C++ standard libraries, Recursion. Linear Algebra tools and MILP solvers in C++. Computational aspects of probability, statistics and simulation in C++. Methods: Root-finding, Taylor's Expansion, FFTs, Dynamic Programming, Monte Carlo Methods. Financial computing case studies in C++.

4 graduate hours. No professional credit. Prerequisite: CS 225.

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IE 523 class schedule data for fall 2021
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	55482	Lecture-Discussion	B	2:00PM -3:20PM	MW	Transportation Building	Sreenivas, R	Part of Term: 1 Date Range: 08/23/21-12/08/21 Restriction(s): Restricted to MS: Financial Engineering.
	72244	Online	ONL	ARRANGED	n.a.	n.a.	Sreenivas, R	Part of Term: 1 Date Range: 08/23/21-12/08/21 Credit: 4 hours Restriction(s): Restricted to MS: Civil Engr - Online - UIUC, MCS:Computer Sci Online -UIUC, MS:Industrial Engineerng -UIUC, MS:Industrial Engr Online-UIUC, PHD:Industrial Enginerng -UIUC, PHD:Sys&Entreprnural Eng-UIUC, MS:Mechanical Engineerng -UIUC, MS:Env Engr CivilEngr ONL-UIUC, MS:Sys & Entreprnural Eng-UIUC, MS: Aerospace Engr-Online-UIUC, MS: Financial Engineering, NDEG:Grad Nondegree-CE-UIUC, NDEG:Undergrad Nondeg-CE-UIUC, or MENG:Mech Engineering Onl-UIUC.