IEOR E4701

STOCHASTIC MODELS FOR FIN ENG

Columbia University in the City of New York · UGRD · Fall 2026

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S. Program in Financial Engineering students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald’s equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes

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Class #columbia_in_city_new_york-IEORE4701Fall 2026UGRD3.00 credits
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