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.
Vice Dean for Curriculum and Instruction
Professor 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