Academic Catalog

IE909 ANALYSIS AND OPTIMIZATION METHODS IN FINANCE

Course Code: 5684909
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 5.0
Department: Industrial Engineering
Language of Instruction: English
Level of Study: Undergraduate
Course Coordinator: Assist.Prof.Dr BAHAR AVDAR
Offered Semester: Spring Semesters.
Prerequisite: Set 1: 5680252 | 5680265 | 5680347
The course set above should be completed before taking IE909 ANALYSIS AND OPTIMIZATION METHODS IN FINANCE .

Course Content

Risk-Return Analysis, Financial Option Analysis, Real Option Analysis, Linear Programming in Asset/Liabilitiy and Asset Pricing, Integer Programming in Finance, Stochastic Programming in Finance