B9137-001: DRO Topics Seminar
R - A Term, 02:00PM to 05:15PM
Credit hours: 1.5
Location: Kravis-630
Method of Instruction: In Person
Instructor: Mark Broadie;
The purpose of the course is to broadly cover topics in Operations Management and Operations Research and areas of interest to the Decision, Risk, and Operations division at CBS. It will consist of 3 hour sessions, each on a different topic, with the intent to introduce you to the topic, pique your interest, expose you to the methodologies and research areas people are working on, and help you think about what types of courses to take in the future in order to prepare yourself for this course. We will ask students to submit a 1 page summary of each session or a particular paper discussed in the session. It is primarily targeted to 1st and 2nd year PhD students, but all years are certainly welcome to take the course and/or select certain sessions to attend.
Mark Broadie
Carson Family Professor of Business
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