IEOR E4742
Deep Learning for OR and FE
Selected topics of interest in area of quantitative finance. 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. Note: open to IEOR students only
Topics
- 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
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027