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.
CAAM 467 001 (CRN: 14670)
OPT METHODS IN FINANCE
Long Title: OPTIMIZATION METHODS IN FINANCE
Department: *Computational & Applied Math*
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):
Undergraduate Professional
Visiting Undergraduate
Undergraduate
Prerequisites: CAAM 378
Section Max Enrollment: 20
Section Enrolled: 9
Total Cross-list Max Enrollment: 20
Total Cross-list Enrolled: 14
Enrollment data as of: 26-APR-2024 9:13PM
Final Exam: Scheduled Final Exam-OTR Room
Final Exam Time:
10-DEC-2021
2:00PM - 5:00PM F
Description: Portfolio optimization and asset allocation models. Risk management and option pricing. Deterministic and stochastic optimization approaches, as well as linear and nonlinear approaches will be used to model decisions arising in finance. Cross-list: INDE 567. Mutually Exclusive: Cannot register for CAAM 467 if student has credit for INDE 567.