Course Schedule and Catalog
Course Catalog - 2020-2021
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
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. Department Permission Required. Recommended Prerequisite(s): INDE 545