Course Schedule and Catalog
Course Schedule - Fall 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 567 001 (CRN: 14315)
OPT METHODS IN FINANCE
Long Title: OPTIMIZATION METHODS IN FINANCE
Department: Industrial Engineering
Instructor: Velazquez, Leticia
Meeting: 4:00PM - 5:15PM MW (23-AUG-2021 - 3-DEC-2021)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Language of Instruction: Taught in English
Method of Instruction: Face to Face
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: 5
Total Cross-list Max Enrollment: 20
Total Cross-list Enrolled: 14
Enrollment data as of: 27-APR-2024 12:52PM
Final Exam: Scheduled Final Exam-OTR Room
Final Exam Time:
10-DEC-2021
2:00PM - 5:00PM F
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. Cross-list: CAAM 467. Recommended Prerequisite(s): INDE 545 Mutually Exclusive: Cannot register for INDE 567 if student has credit for CAAM 467.