FINANCIAL ENGINEERING II

Section

Professor

David Yao

Survey Results

44 of 53 students responded

Instructor: Organization and Preparation3.93
Instructor: Classroom Delivery3.7
Instructor: Approachability3.77
Instructor: Overall Quality3.82
Course: Amount Learned3.73
Course: Appropriateness of Workload3.82
Course: Fairness of Grading Process3.57
Course: Quality of Text3.98
Course: Overall Quality3.84

Course Information

Prerequisite: calculus, probability, and stochastic processes. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equataions. Numberical techniques: finite-difference, binomial method, and Monte Carlo.

Department: Industrial Engineering and Operations Research(IEOR)

Subject: Industrial Engineering and Operations Research(IEOR)

School: Fu Foundation School of Engineering and Applied Science

Division: School of Engineering and Applied Science: Graduate

Course ID: 4707