Autumn 2024
Meeting:
MW 3:00pm - 4:20pm / ECE 045
SLN:
12335
Section Type:
Lecture
Joint Sections:
CFRM 507 A , CFRM 507 B
Instructor:
Steven M. Murray
FOR ONLINE CFRM MS STUDENTS ONLY
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 26, 2024 - 4:53 am