ORF 474 Graded A-F, P/D/F, Audit
Special Topics in Operations Research and Financial Engineering - Energy, Commodity, and Fixed Income Markets
Sample reading list:
Eydeland, A & Wolyniec, K, Energy and Power Risk Management
M. Baxter and A. Rennie, Financial Calculus: An Introduction to Derivative Pricing
Sundaresan, S, Fixed Income Markets and their Derivatives
Hull, J, Options, Futures and Other Derivatives
6-8 homeworks (incl some MATLAB coding), occasional readings.
Mid Term Exam - 20%
Final Exam - 40%
Problem set(s) - 40%
Not Open to Freshmen.
Prerequisites and Restrictions:
ORF 335 or permission of instructor..
|26820||L01||3:00 pm - 4:20 pm||M W||Friend Center 004||Enrolled:35 Limit:50|
|P01||7:30 pm - 8:20 pm||M||Engineering Quad D-Wing D221||Enrolled:0 Limit:50|