ISYE6673 [at Georgia Tech]

Financial Optimization, 3 credit hours — An introduction to optimization techniques with special emphasis on applications to finance, including portfolio optimization, immunization, and risk management.

Taught by:

• Arthur Delarue (from CIOS): 8.3 hours per week on average; 8.3 in Fall 2023; 8.4 in Fall 2022.

Main sections