CFRM 507 B: Optimization Methods in Finance

Autumn 2020
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Meeting:
TTh 4:00pm - 5:50pm / * *
SLN:
12220
Section Type:
Lecture
Joint Sections:
CFRM 507 C , CFRM 507 A
Instructor:
Steven M. Murray
FOR ONLINE 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:
September 9, 2024 - 5:47 pm