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- econ-647 - optimal-portfolio-choice
Northern Illinois University Course Info
Dekalb, Illinois
Course Info
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ECON 647
Optimal Portfolio Choice
A survey in discrete and continuous time using analytical and numerical techniques. Topics include dynamic programming, martingale methods, robustness, and the Malliavin calculus
Units: 3.0
Prerequisites:
ECON 591 - Mathematical Methods for Economics
and
CSCI 501 - Programming Principles in C++