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picture1_Decision Making Under Uncertainty Pdf 180345 | Zhang Opmggb2351 Spring16


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File: Decision Making Under Uncertainty Pdf 180345 | Zhang Opmggb2351 Spring16
SYLLABUS DECISION MAKING UNDER UNCERTAINTY OPMG-GB.2351.30 Spring 2016 MEETINGS 2/11/2016 – 5/5/2016 Thursday, 6pm-9pm Classroom: TBD INSTRUCTOR Professor Jiawei Zhang Office: KMC 8-66 Phone: (212) 998-0811 E-mail: jzhang@stern ...

icon picture PDF Filetype PDF | Posted on 30 Jan 2023 | 2 years ago
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...Syllabus decision making under uncertainty opmg gb spring meetings thursday pm classroom tbd instructor professor jiawei zhang office kmc phone e mail jzhang stern nyu edu webpage http www faculty bio hours or by appointment course description this introduces the basic concepts principles and techniques of you will learn how to model complex business problems that involve risk with help spreadsheet models covers analytical such as tree stochastic optimization simulation dynamic is hands on emphasis be formulation interpretation results not mathematical theory does require analytics dma a prerequisite emphasizes uncertain parameter values in contrast focuses various deterministic monte carlo are encouraged take both courses examples covered come from wide range applications including financial operational hedging strategies for management currency exchange rate stock price etc option pricing european options american real approach valuation investment opportunities capacity planning new...
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