INDE 567: OPT METHODS IN FINANCE
Fall 2024 · Section 003 · CRN 15833
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: CMOR 462. Recommended Prerequisite(s): INDE 545 Mutually Exclusive: Cannot register for INDE 567 if student has credit for CAAM 467.
- Credits
- 3
- Instructors
- Shiqian Ma