STSCI 4630
Last Updated
- Schedule of Classes - March 3, 2021 7:15PM EST
- Course Catalog - March 3, 2021 7:16PM EST
Classes
STSCI 4630
Course Description
Course information provided by the Courses of Study 2020-2021.
Introduction to the applications of OR techniques, e.g., probability, statistics, and optimization, to finance and financial engineering. The course reviews probability and statistics and surveys assets returns, ARIMA time series models, portfolio selection using quadratic programming, regression, CAPM and factor models, option pricing, GARCH models, fixed-income securities, and resampling techniques. Covers the use of R for statistical calculations, simulation, and optimization.
When Offered Fall.
Prerequisites/Corequisites Prerequisite: engineering math through MATH 2940, ENGRD 2700 and ORIE 3500, and knowledge of R and multiple linear regression equivalent to ORIE 3120. No previous knowledge of finance required.
Distribution Category (SDS-AS)
Regular Academic Session. Choose one lecture and one discussion. Combined with: ORIE 4630
-
Credits and Grading Basis
4 Credits Opt NoAud(Letter or S/U grades (no audit))
-
Class Number & Section Details
-
Meeting Pattern
- MW Online Meeting
- Sep 2 - Dec 16, 2020
Instructors
Ruppert, D
-
Additional Information
Instruction Mode: Online
-
Class Number & Section Details
-
Meeting Pattern
- T Frank H T Rhodes Hall 571
- Sep 2 - Dec 16, 2020
Instructors
Ruppert, D
-
Additional Information
Instruction Mode: In Person Transition to Online
Enrollment limited to students who are able to attend in-person classes in the Ithaca area.
-
Class Number & Section Details
-
Meeting Pattern
- W Frank H T Rhodes Hall 571
- Sep 2 - Dec 16, 2020
Instructors
Ruppert, D
-
Additional Information
Instruction Mode: In Person Transition to Online
Enrollment limited to students who are able to attend in-person classes in the Ithaca area.
Regular Academic Session. Choose one lecture and one discussion. Combined with: ORIE 4630
-
Credits and Grading Basis
4 Credits Opt NoAud(Letter or S/U grades (no audit))
-
Class Number & Section Details
-
Meeting Pattern
- MW Online Meeting
- Sep 2 - Dec 16, 2020
Instructors
Ruppert, D
-
Additional Information
Instruction Mode: Online
-
Class Number & Section Details
-
Meeting Pattern
- T Online Meeting
- Sep 2 - Dec 16, 2020
Instructors
Ruppert, D
-
Additional Information
Instruction Mode: Online
-
Class Number & Section Details
-
Meeting Pattern
- W Online Meeting
- Sep 2 - Dec 16, 2020
Instructors
Ruppert, D
-
Additional Information
Instruction Mode: Online
Share
Disabled for this roster.