Autumn 2024
Meeting:
MW 3:00pm - 4:20pm / ECE 045
SLN:
12334
Section Type:
Lecture
Joint Sections:
CFRM 507 C , CFRM 507 A
Instructor:
Steven M. Murray
FOR CAMPUS 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:
November 21, 2024 - 2:33 am