ORIE 5630
Last Updated
- Schedule of Classes - November 13, 2024 7:37PM EST
- Course Catalog - November 13, 2024 7:07PM EST
Classes
ORIE 5630
Course Description
Course information provided by the Courses of Study 2024-2025.
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: MATH 2940, ENGRD 2700, ORIE 3500, ORIE 3120.
Regular Academic Session. Choose one lecture and one discussion. Combined with: ORIE 4630, STSCI 4630, STSCI 5630
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Credits and Grading Basis
4 Credits Stdnt Opt(Letter or S/U grades)
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Class Number & Section Details
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Meeting Pattern
- MW Bill and Melinda Gates Hll G01
- Aug 26 - Dec 9, 2024
Instructors
Das, S
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Additional Information
Instruction Mode: In Person
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Class Number & Section Details
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Meeting Pattern
- T Frank H T Rhodes Hall 453
- Aug 26 - Dec 9, 2024
Instructors
Das, S
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Additional Information
Instruction Mode: In Person
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Class Number & Section Details
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Meeting Pattern
- R Frank H T Rhodes Hall 453
- Aug 26 - Dec 9, 2024
Instructors
Das, S
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Additional Information
Instruction Mode: In Person
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