CMOR 462: OPT METHODS IN FINANCE
Fall 2026 · Section 003 · CRN 13215
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. Graduate/Undergraduate Equivalency: INDE 567 .
- Credits
- 3
- Instructors
- Su Li