Professor Daniel Bienstock first joined Columbia University's Industrial Engineering and Operations Research Department in 1989. He received his PhD in Operations Research from MIT. His research focuses on optimization and high-performance computing. A second...
IEORE4739 Programming for FE 2: Implementing High Performance Financial Systems
Instructor: Daniel Bienstock
3 pts. Lect: 3. IEOR E4728 Advanced Programming for Financial Engineering 1 This course will develop the ability to deploy high-performance implementations of selected Financial Engineering topics using modern techniques. Some of the background in Financial Engineering will be provided. The course will build on knowledge from IEOR E4728 Advanced Programming for FE 1.