Comp Appl Math Operations Rsch
Su Li
Instructor listed on Rice's public Course Schedule.
Average rating
3.7
13 temporary mock ratings
Difficulty
3.2
course-linked average
Courses
2
in seeded sections
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Courses taught
CMOR 462
Opt Methods In Finance
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.
INDE 567
Opt Methods In Finance
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.