ISYE6759 [at Georgia Tech]

Stoch Process-Finance, 3 credit hours — Mathematical modeling of financial markets, derivative securities pricing, and portfolio optimization. Concepts from probability and mathematics are introduced as needed. Crosslisted with MATH 6759.

Taught by:

• Shijie Deng (from CIOS): 10.5 hours per week on average; 11 in Fall 2021; 8.3 in Fall 2020; 8.2 in Fall 2019.

Main sections