INDE 567: OPT METHODS IN FINANCE
Fall 2026 · Section 003 · CRN 13216
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 . Department Permission Required. Graduate/Undergraduate Equivalency: CMOR 462 . Recommended Prerequisite(s): INDE 545 Mutually Exclusive: Cannot register for INDE 567 if student has credit for CAAM 467.
- Credits
- 3
- Instructors
- Su Li