Autumn 2020
Meeting:
TTh 4:00pm - 5:50pm / * *
SLN:
12219
Section Type:
Lecture
Joint Sections:
CFRM 507 B , CFRM 507 C
Instructor:
Steven M. Murray
FOR CAMPUS MS STUDENTS
OFFERED VIA REMOTE LEARNING
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:
October 23, 2024 - 12:11 pm