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IEOR E4007 Optimization Models and Methods for Financial Engineering. 3 points.

Lect: 3.

Prerequisites: Linear algebra.

This graduate course is only for MS Program in FE students. Linear, quadratic, nonlinear, dynamic, and stochastic programming. Some discrete optimization techniques will also be introduced. The theory underlying the various optimization methods is covered. The emphasis is on modeling and the choice of appropriate optimization methods. Applications from financial engineering are discussed. 

Fall 2017: IEOR E4007
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4007 001/76544 M W 8:40am - 9:55am
614 Schermerhorn Hall
Garud Iyengar 3 99/120
IEOR 4007 R01/68264 F 10:30am - 12:00pm
833 Seeley W. Mudd Building
3 0/0