STSCI 5630

Last Updated

  • Schedule of Classes - April 13, 2026 10:10AM EDT

STSCI 5630
Operations Research Tools for Financial Engineering

Course information provided by the 2026-2027 Catalog.

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.


Prerequisites MATH 2940 and ORIE 3500/5500 or equivalent.

Last 4 Terms Offered 2025FA, 2024FA, 2023FA, 2022FA

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Syllabi: none

  •   Regular Academic Session.  Choose one lecture and one discussion. Combined with: ORIE 4630, ORIE 5630, STSCI 4630

  • 4 Credits Opt NoAud

  • 11053 STSCI 5630   LEC 001

  •  
    • MW
    • Aug 24 - Dec 7, 2026

    • Das, S

  • Instruction Mode: In Person

  • 11054 STSCI 5630   DIS 202

  •  
    • T
    • Aug 24 - Dec 7, 2026

    • Das, S

  • Instruction Mode: In Person

  • 11055 STSCI 5630   DIS 203

  •  
    • R
    • Aug 24 - Dec 7, 2026

    • Das, S

  • Instruction Mode: In Person