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CFRM 507 C: Optimization Methods In Finance

Meeting Time: 
MW 5:30pm - 7:20pm
Location: 
LOW 206
SLN: 
23448
Joint Sections: 
CFRM 507 A, CFRM 507 B
Instructor: 
Steven M. Murray
Catalog Description: 
Covers theory and efficient solution methods for optimization problems in finance. Includes financial solution methodologies using linear, non-linear, quadratic, and integer formulations; and dynamic and stochastic programming. Prerequisite: Linear algebra and matrix notation; statistics and probability; and experience with R language and MS Excel. Offered: A.
Credits: 
4.0
Status: 
Active
Last updated: 
August 9, 2017 - 9:20pm
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