2011-2012 Bulletin – PDF - SEAS Bulletin - Columbia University

optimization
applied probability
financial and managerial application of
operations research
Additional details regarding these
concentrations are available in the
department office. A thesis is not
required. Students who plan to continue
their studies beyond the master’s degree
level should give due consideration to
the course, examination, and grade-point
requirements of doctoral programs. The
M.S. degree program can be taken on a
part-time basis or completed in one year
of full-time study. Students planning to
complete this program in one year are
expected, on entry, to have completed
courses in ordinary differential equations,
in linear algebra, and in a programming
language such as C or Java.
The department requires that
students in the program achieve
grades of B– or higher in each of the
fundamental core courses (IEOR E4004
and IEOR E4106). Poor performance in
these courses is indicative of inadequate
preparation and is very likely to lead
to serious problems in completing the
program. In addition, students must
maintain a cumulative GPA equivalent
to a B– during every term enrolled. A
student failing to meet these criteria
may be asked to withdraw from his/her
program.
Joint M.S. and M.B.A.
The department and the Graduate
School of Business offer joint master’s
programs in financial engineering,
industrial engineering, and operations
research. Prospective students for
these special programs must submit
separate applications to the School of
Engineering and Applied Science and
the Graduate School of Business and be
admitted to both schools for entrance
into the joint program.
Admissions requirements are the
same as those for the regular M.S.
programs and for the M.B.A. These joint
programs are coordinated so that both
degrees can be obtained after five terms
of full-time study (30 points in two terms
while registered in SEAS and 45 points
in three terms while registered in the
Graduate School of Business).
Students in joint programs must
complete certain courses by the end
Required Core
Courses
(12 points)
Electives
(18 points)
Optimization
The department
recommends taking
at least three of the
following elective
courses:
Applied Probability
The department
recommends taking
at least three of the
following elective
courses:
Students interested
in financial and
managerial applications
of operations research
should consider taking:
of their first year of study. Students in
the IE or OR joint program should take
IEOR E4000, IEOR E4004, and SIEO
W4150. If a substantial equivalent has
been completed during undergraduate
studies, students should consult with
a faculty adviser in order to obtain
exemption from a required course.
M.S. in Operations Research (30 points)
SIEO W4150 Intro to Probability and Statistics (3)
IEOR E4004 Intro to OR: Deterministic Models (3)
IEOR E4106 Intro to OR: Stochastic Models (3)
IEOR E4004 Simulation (3)
The department suggests a number of elective courses depending on areas of
focus. The areas of focus include optimization, applied probability, and financial and
managerial applications of operations research.
IEOR E4000 Production and operations management
IEOR E4210 Supply chain management
IEOR E4405 Production scheduling
IEOR E4418 Logistics and transportation management
IEOR E4600 Applied integer programming
IEOR E4630 Asset allocation
IEOR E4000 Production and operations management
IEOR E4210 Supply chain management
IEOR E4220 Demand and supply analytics
IEOR E4407 Game theoretic models of operation
IEOR E4601 Dynamic pricing and revenue management
IEOR E4602 Quantitative risk management
IEOR E4700 Intro to financial engineering
Corporate Finance
Courses
IEOR E4403 Advanced
engineering & corporate
economics
And at least one of:
FINC B6302 Capital markets
and investments
FINC B8301 Advanced
corporate finance
ECIE W4280 Corporate
finance
IEOR E4721 Global
capital markets
Derivatives Pricing
Courses
IEOR E4700 Intro to
financial engineering
And at least one of:
IEOR E4602
Quantitative risk
management
IEOR E4630
Asset allocation
IEOR E4620
Pricing models
Management
Courses
At least one of:
IEOR E4505
OR in public policy
IEOR E4510
Project management
IEOR E4550
Entrepreneurial
business creation for
engineers
IEOR E4705
Studies in OR
IEOR E4998 Managing
technological innovation
Doctoral Studies
The requirements for the Ph.D. in industrial
engineering and operations research
are identical. Both require the student
to pass two qualifying examinations—
respectively covering stochastic and
deterministic models—as well as submit
and defend a dissertation based on
the candidate’s original research, conducted
under the supervision of a faculty
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engineering 2011–2012