UNDERGRAD RESEARCH OR PROJECT

Independent work involving experiments, computer programming, analytical investigation, or engineering design.

• Instructor: Shipra Agrawal
  h-index: 24 Info
• Instructor: Eric Balkanski
  h-index: 13 Info
• Instructor: Daniel Bienstock
  h-index: 38 Info
• Instructor: Agostino Capponi
  h-index: 19 Info
• Instructor: Rachel Cummings
  h-index: 16 Info
• Instructor: Emanuel Derman
  CULPA: 1 Wikipedia h-index: 30 Info
• Instructor: Antonius B Dieker
  CULPA: 10 h-index: 19 Info
• Instructor: Christopher J Dolan
  CULPA: 4 Info
• Instructor: Adam N Elmachtoub
  CULPA: 1 h-index: 13 Info
• Instructor: Yuri Faenza
  h-index: 11 Info
• Instructor: Donald Goldfarb
  CULPA: 1 Wikipedia h-index: 55 Info
• Instructor: Vineet Goyal
  h-index: 21 Info
• Instructor: Ali Hirsa
  h-index: 8 Info
• Instructor: Garud Iyengar
  CULPA: 6 h-index: 30 Info
• Instructor: Hardeep Johar
  Info
• Instructor: Cedric Josz
  CULPA: 2 h-index: 13 Info
• Instructor: Soulaymane Kachani
  CULPA: 12 Info
• Instructor: Christian Kroer
  h-index: 16 Info
• Instructor: Daniel Lacker
  CULPA: 4 h-index: 13 Info
• Instructor: Henry Lam
  h-index: 17 Info
• Instructor: Uday Menon
  Info
• Instructor: Jay Sethuraman
  CULPA: 10 Info
• Instructor: Karl Sigman
  CULPA: 15 Info
• Instructor: Clifford Stein
  CULPA: 31 Wikipedia h-index: 53 Info
• Instructor: Wenpin Tang
  h-index: 6 Info
• Instructor: Van Anh Truong
  CULPA: 2 Info
• Instructor: Kaizheng Wang
  CULPA: 1 h-index: 8 Info
• Instructor: David D Yao
  CULPA: 5 Info
• Instructor: Yi Zhang
  CULPA: 2 Info
• Instructor: Xunyu Zhou
  h-index: 54 Info
• Instructor: Kristen Maynor
  Info
• 1-3 points

FIELDWORK

Prerequisites: Obtained internship and approval from faculty advisor. Only for IEOR undergraduate students who need relevant work experience as part of their program of study. Final reports are required. This course may not be taken for pass/fail credit or audited.

• Instructor: Yi Zhang
  CULPA: 2 Info
• 1-2 points

TOPICS IN QUANT FINANCE

AI Applications in Finance

Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.

• Instructor: Ali Hirsa
  h-index: 8 Info
• 3 points

TOPICS IN QUANT FINANCE

FINANCIAL CORRELATIONS

Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.

• TF 6 p.m.-9 p.m.
• Instructor: Gunter Meissner
  Info
• 3 points

FOR EXCH/RELATD DERIVATVS INST

FOREIGN EXCH/RELTD DERIVATIVES

Foreign exchange market and its related derivative instruments—the latter being forward contracts, futures, options, and exotic options. What is unusual about foreign exchange is that although it can rightfully claim to be the largest of all financial markets, it remains an area where very few have any meaningful experience. Virtually everyone has traded stocks, bonds, and mutual funds. Comparatively few individuals have ever traded foreign exchange. In part that is because foreign exchange is an interbank market. Ironically the foreign exchange markets may be the best place to trade derivatives and to invent new derivatives—given the massive two-way flow of trading that goes through bank dealing rooms virtually 24 hours a day. And most of that is transacted at razor-thin margins, at least comparatively speaking, a fact that makes the foreign exchange market an ideal platform for derivatives. The emphasis is on familiarizing the student with the nature of the foreign exchange market and those factors that make it special among financial markets, enabling the student to gain a deeper understanding of the related market for derivatives on foreign exchange.

• R 6 p.m.-8:30 p.m.
• Instructor: David Derosa
  CULPA: 4 h-index: 9 Info
• 1.5 points

MASTERS RESEARCH OR PROJECT

Prerequisite(s): Approval by a faculty member who agrees to supervise the work. Independent work involving experiments, computer programming, analytical investigation, or engineering design.

• Instructor: Shipra Agrawal
  h-index: 24 Info
• Instructor: Eric Balkanski
  h-index: 13 Info
• Instructor: Daniel Bienstock
  h-index: 38 Info
• Instructor: Agostino Capponi
  h-index: 19 Info
• Instructor: Rachel Cummings
  h-index: 16 Info
• Instructor: Emanuel Derman
  CULPA: 1 Wikipedia h-index: 30 Info
• Instructor: Antonius B Dieker
  CULPA: 10 h-index: 19 Info
• Instructor: Christopher J Dolan
  CULPA: 4 Info
• Instructor: Adam N Elmachtoub
  CULPA: 1 h-index: 13 Info
• Instructor: Yuri Faenza
  h-index: 11 Info
• Instructor: Donald Goldfarb
  CULPA: 1 Wikipedia h-index: 55 Info
• Instructor: Vineet Goyal
  h-index: 21 Info
• Instructor: Ali Hirsa
  h-index: 8 Info
• Instructor: Garud Iyengar
  CULPA: 6 h-index: 30 Info
• Instructor: Hardeep Johar
  Info
• Instructor: Cedric Josz
  CULPA: 2 h-index: 13 Info
• Instructor: Soulaymane Kachani
  CULPA: 12 Info
• Instructor: Christian Kroer
  h-index: 16 Info
• Instructor: Daniel Lacker
  CULPA: 4 h-index: 13 Info
• Instructor: Henry Lam
  h-index: 17 Info
• Instructor: Uday Menon
  Info
• Instructor: Jay Sethuraman
  CULPA: 10 Info
• Instructor: Karl Sigman
  CULPA: 15 Info
• Instructor: Clifford Stein
  CULPA: 31 Wikipedia h-index: 53 Info
• Instructor: Wenpin Tang
  h-index: 6 Info
• Instructor: Van Anh Truong
  CULPA: 2 Info
• Instructor: Kaizheng Wang
  CULPA: 1 h-index: 8 Info
• Instructor: David D Yao
  CULPA: 5 Info
• Instructor: Yi Zhang
  CULPA: 2 Info
• Instructor: Xunyu Zhou
  h-index: 54 Info
• Instructor: Carmen Ng
  Info
• 1-3 points

FIELDWORK

Only for IEOR graduate students who need relevant work experience as part of their program of study. Final reports required. May not be taken for pass/fail credit or audited.

• 1-2 points

RESEARCH

Before registering, the student must submit an outline of the proposed work for approval by the supervisor and the chair of the Department. Advanced study in a specialized field under the supervision of a member of the department staff. May be repeated for credit.

• Instructor: Shipra Agrawal
  h-index: 24 Info
• Instructor: Eric Balkanski
  h-index: 13 Info
• Instructor: Daniel Bienstock
  h-index: 38 Info
• Instructor: Agostino Capponi
  h-index: 19 Info
• Instructor: Rachel Cummings
  h-index: 16 Info
• Instructor: Emanuel Derman
  CULPA: 1 Wikipedia h-index: 30 Info
• Instructor: Antonius B Dieker
  CULPA: 10 h-index: 19 Info
• Instructor: Christopher J Dolan
  CULPA: 4 Info
• Instructor: Adam N Elmachtoub
  CULPA: 1 h-index: 13 Info
• Instructor: Yuri Faenza
  h-index: 11 Info
• Instructor: Donald Goldfarb
  CULPA: 1 Wikipedia h-index: 55 Info
• Instructor: Vineet Goyal
  h-index: 21 Info
• Instructor: Ali Hirsa
  h-index: 8 Info
• Instructor: Garud Iyengar
  CULPA: 6 h-index: 30 Info
• Instructor: Hardeep Johar
  Info
• Instructor: Cedric Josz
  CULPA: 2 h-index: 13 Info
• Instructor: Soulaymane Kachani
  CULPA: 12 Info
• Instructor: Christian Kroer
  h-index: 16 Info
• Instructor: Daniel Lacker
  CULPA: 4 h-index: 13 Info
• Instructor: Henry Lam
  h-index: 17 Info
• Instructor: Uday Menon
  Info
• Instructor: Jay Sethuraman
  CULPA: 10 Info
• Instructor: Karl Sigman
  CULPA: 15 Info
• Instructor: Clifford Stein
  CULPA: 31 Wikipedia h-index: 53 Info
• Instructor: Wenpin Tang
  h-index: 6 Info
• Instructor: Van Anh Truong
  CULPA: 2 Info
• Instructor: Kaizheng Wang
  CULPA: 1 h-index: 8 Info
• Instructor: David D Yao
  CULPA: 5 Info
• Instructor: Yi Zhang
  CULPA: 2 Info
• Instructor: Xunyu Zhou
  h-index: 54 Info
• Instructor: Winsor Yang
  Info
• Instructor: Martin Reiman
  Wikipedia Info
• 1-6 points