IEOR E4703

MONTE CARLO SIMULATION METHODS

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

1 section

Catalog description

S. Program in Financial Engineering students. Multivariate random number generation, bootstrapping, Monte Carlo simulation, efficiency improvement techniques. Simulation output analysis, Markov-chain Monte Carlo. Applications to financial engineering. Introduction to financial engineering simulation software and exposure to modeling with real financial data. Note: Students who have taken IEOR E4404 Simulation may not register for this course for credit

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Class #columbia_in_city_new_york-IEORE4703Fall 2026UGRD3.00 credits

Days & times: No scheduled meeting time
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Instructor: Staff

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