Course Schedule and Catalog
Course Catalog - 2024-2025
INDE 567 - OPT METHODS IN FINANCE
Long Title: OPTIMIZATION METHODS IN FINANCE
Department: Industrial Engineering
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisite(s): MATH 212 AND (CAAM 210 OR CMOR 220)
Description: Fundamentals of financial optimization. Asset-liability management, arbitrage and asset pricing, mean-variance models, portfolio optimization. This course covers models and algorithms for solving linear, quadratic, integer, and stochastic optimization models encountered in financial and data science applications. Students who have taken CAAM 467 should consult their advisor before attempting to register for INDE 567. Department Permission Required.Graduate/Undergraduate Equivalency: CMOR 462. Recommended Prerequisite(s): INDE 545 Mutually Exclusive: Cannot register for INDE 567 if student has credit for CAAM 467.