Dr.
Johan René van Dorp Professor |
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EMSE 6450: Introduction |
QUANT. METHODS IN COST/INVEST ENG.: Course Description: ” Investment theory currently commands a high level of intellectual attention – fueled in part by some extraordinary theoretical developments in finance, by an explosive growth in information and computing technology, and by the global expansion of investment activity. Recent development in investment theory are being infused into university class rooms, into financial service organizations, into business ventures, and into the awareness of many individual investors” - Luenberger (1998). This course accompanied by Leuberger’s (2013) book entitled “Investment Science” is intended to be one of the instruments to get these ideas across. The course emphasizes fundamental mathematical principles and how literacy in these principles allows one to solve practical investment problems. The course follows the first ten chapters of Leunberger’s (2013) book closely, Required Software:
Text Book: |
School of Engineering and Applied Science The George Washington University 800, 22nd Street, Suite 2800 Washington, DC 20052 Email: dorpjr@gwu.edu Phone: (202) 994-6638 |