Last Updated: Tue, 04/14/2026
Syllabus
General Class Information
Academic year:
2026
Semester:
Fall
Course prefix:
ISYE
Course number:
6759
Section:
QCF
CRN
80781
Department (you may add up to three):
Instructor first name:
Shijie
Instructor last name:
Deng
Catalog Description

Mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from probability and mathematics are introduced as needed. Crosslisted with MATH 6759.