Course Schedule and Catalog
Course Schedule - Spring Semester 2021
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
INDE 567 901 (CRN: 24344)
OPT METHODS IN FINANCE
Long Title: OPTIMIZATION METHODS IN FINANCE
Department: Industrial Engineering
Instructor: Velazquez, Leticia
Meeting: 3:10PM - 4:30PM TR (25-JAN-2021 - 30-APR-2021)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Online
Credit Hours: 3
Course Syllabus:
Course Materials: Rice Campus Store
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisites: MATH 212 AND CAAM 210
Section Max Enrollment: 0 (permission required) Department Permission Required
Section Enrolled: 8
Enrollment data as of: 29-APR-2024 8:04AM
Final Exam: GR Course-Dept Schedules Exam
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. Recommended Prerequisite(s): INDE 545