University of Iowa 3 credits ISE
Quantitative methods of modeling various financial instruments (i.e., stocks, options, futures) and tools for measurement and control of risks inherent to financial markets; fundamentals of interest rates; options and futures contract valuation, including weather and energy derivatives; risk management and portfolio optimization; emphasis on modeling and solution techniques based on optimization and simulation approaches traditional to industrial engineering and operations research. Recommendations: basic knowledge of probability and statistics, numerical methods, and optimization.
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