Autumn 2021
Meeting:
TTh 4:00pm - 5:50pm / LOW 216
SLN:
12323
Section Type:
Lecture
Joint Sections:
CFRM 507 B , CFRM 507 C
Instructor:
Steven M. Murray
FOR CAMPUS STUDENTS
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:
May 3, 2024 - 11:42 am