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Bilkent University

Online Academic Catalog

Undergraduate and Graduate Programs 2020-2021

IE 444 Operations Research in Finance

Bonds, interest rates, duration and convexity, bond portfolios, options, binomial model, early exercise options, dynamic programming in finance, portfolio optimization value-at-risk, robust portfolio optimization. Credit units: 3 ECTS Credit units: 5, Prerequisite: IE 202.

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