STSCI 4630

Last Updated

  • Schedule of Classes - June 11, 2025 2:48PM EDT

STSCI 4630
Operations Research Tools for Financial Engineering

Course information provided by the 2025-2026 Catalog.

Introduction to the applications of OR techniques, e.g., probability, statistics, and optimization, to finance and financial engineering. The course reviews probability and statistics and surveys assets returns, ARIMA time series models, portfolio selection using quadratic programming, regression, CAPM and factor models, option pricing, GARCH models, fixed-income securities, and resampling techniques. Covers the use of R for statistical calculations, simulation, and optimization.


Distribution Requirements (DLS-AG, OPHLS-AG), (SDS-AS)

Last 3 terms offered 2024FA, 2023FA, 2022FA

View Enrollment Information

Syllabi: none

  •   Regular Academic Session.  Choose one lecture and one discussion. Combined with: ORIE 4630, ORIE 5630, STSCI 5630

  • 4 Credits Stdnt Opt

  •  9405 STSCI 4630   LEC 001

  •  
    • MW
    • Aug 25 - Dec 8, 2025

    • Ruppert, D

  • Instruction Mode: In Person

  •  9410 STSCI 4630   DIS 201

    • M
    • Aug 25 - Dec 8, 2025

    • Ruppert, D

  • Instruction Mode: In Person

    Department Consent Required (Add)

  •  9411 STSCI 4630   DIS 204

  •  
    • R
    • Aug 25 - Dec 8, 2025

    • Ruppert, D

  • Instruction Mode: In Person