Spring 2008 PHD Course

B9801-009: (PhD) Computing for Business Research

M - Full Term, 02:15PM to 05:15PM

Location: URI 305

Instructor: Mark Broadie

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Course Description:  This course is designed to teach doctoral

students essential elements of computer programming and numerical

analysis that will useful in carrying out their research work.

Business research often involves


(i) the implementation of numerical algorithms (e.g., regression,

simulation, optimization, solution of nonlinear equations, etc.)


(ii) the gathering, organizing, and analysis of data


(iii) the generation and presentation of results in the form of

tables and graphs


This course will prepare students to be able to efficiently carry out

these tasks.  No prior programming experience is necessary to take

this course.  Students from all divisions are welcome.


Course work: The work for the course will involve weekly assignments,

a short midterm examination, and a final project.  For the final

project, students are encouraged to pick work on a project that will

be related to their area of research.


Mark Broadie

Vice Dean for Curriculum and InstructionProfessor Broadie currently teaches the elective courses Security Pricing: Models and Computation, Computational Finance, and Programming for Business Research. He is an Academic Advisory Board Member for the Program for Financial Studies. His research interests include the pricing of derivative securities, risk management and, more generally, quantitative methods for decision-making under uncertainty. Broadie is the financial engineering area editor of Operations Research and...

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