STSCI 5630
Last Updated
- Schedule of Classes - May 20, 2024 7:35PM EDT
- Course Catalog - May 20, 2024 7:07PM EDT
Classes
STSCI 5630
Course Description
Course information provided by the Courses of Study 2023-2024. Courses of Study 2024-2025 is scheduled to publish mid-June.
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 3120, ORIE 3500.
Regular Academic Session. Choose one lecture and one discussion. Combined with: ORIE 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 To Be Assigned
- 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 To Be Assigned
- Aug 26 - Dec 9, 2024
Instructors
Das, S
-
Additional Information
Instruction Mode: In Person
-
Class Number & Section Details
-
Meeting Pattern
- R To Be Assigned
- Aug 26 - Dec 9, 2024
Instructors
Das, S
-
Additional Information
Instruction Mode: In Person
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