Autumn 2023
Meeting:
TTh 4:00pm - 5:20pm / * *
SLN:
12288
Section Type:
Lecture
Joint Sections:
CFRM 507 A , CFRM 507 B
Instructor:
Steven M. Murray
FOR ONLINE CFRM MS 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:
December 30, 2024 - 6:28 am