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.

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