2008-2009 Bulletin – PDF - SEAS Bulletin - Columbia University

160
OPERATIONS RESEARCH: FINANCIAL ENGINEERING:
FIRST AND SECOND YEARS
SEMESTER I SEMESTER II SEMESTER III SEMESTER IV
MATHEMATICS
(three tracks, choose one;
track jumping is
prohibited)
MATH V1101 (3) MATH V1102 (3) MATH V1201 (3) Linear algebra (3) 1
and ODE (3)
Honors math I Honors math II Linear algebra (3) 1 ODE: MATH E1210 (3)
Honors math I Honors math II (3) Honors math III (4) Honors math IV
and ODE (3)
PHYSICS
(three tracks, choose one)
CHEMISTRY
(choose one course)
ENGLISH
COMPOSITION
(three tracks, choose one)
Physics or chemistry lab:
C1401 (3) C1402 (3) PHYS C1493 (3) or
C1601 (3.5) C1602 (3.5) PHYS W3081 (2) or
C2801 (4.5) C2802 (4.5) CHEM C1500 (3) or
CHEM C2507 (3) or
CHEM C3085 (4) or
C1403 (3.5) or C1404 (3.5) or
C1604 (3.5) or C3045 (3.5)
C1010 (3)
Z1003 (0) C1010 (3)
Z0006 (0) Z1003 (0) C1010 (3)
REQUIRED
NONTECHNICAL
ELECTIVES
ECON W1105 (4) and W1155 recitation (0)
either semester
HUMA C1001, C0CI C1101, HUMA C1002, C0CI C1102,
or Major Cultures (3–4) or Major Cultures (3–4)
HUMA W1121 or W1123 (3)
either semester
FIRST- AND SECOND-
YEAR DEPT.
REQUIREMENTS
Professional-level course (3) (see page 12)
ENGI E2261 (4)
and SIEO W3658 (3) or SIEO W4105 (3)
and STAT W3659 (3) or STAT W4107 (3)
COMPUTER
SCIENCE
PHYSICAL
EDUCATION
GATEWAY LAB
C1001 (1) C1002 (1)
E1102 (4) either semester
COMS W1004 (Java) (3) or COMS W1007 (Java) (3)
and COMS W3134 (3) or COMS W3137 (3) 2
1 The linear algebra requirement may be filled by either MATH V2010 or APMA E3101.
2 Computer programming should be taken consecutively with data structures.
IEOR E4407x Game theoretic models of
operations
Lect: 3. 3 pts. Professor Sethuraman.
Prerequisites: IEOR E4004 (or E3608), E4106 (or
E3106), and familiarity with differential equations
and a programming language; or the instructor’s
permission. A mathematically rigorous study of
game theory and auctions, and their application to
operations management. Topics include introductory
game theory, private value auction, revenue equivalence,
mechanism design, optimal auction, multipleunit
auctions, combinatorial auctions, incentives,
and supply chain coordination with contracts. No
previous knowledge of game theory is required.
IEOR E4412y Quality control and management
Lect: 3. 3 pts. Professor Latzko.
Prerequisite: SIEO W3600 or W4150. Statistical
methods for quality control and improvement:
graphical methods, introduction to experimental
design and reliability engineering, and the relationships
between quality and productivity. Contemporary
methods for product and process design,
production, and delivery of products and services.
IEOR E4416y Capacity planning: models,
algorithms and applications
Lect: 3. 3 pts. Professor Luss.
Prerequisite: IEOR E3608 or E4004. Capacity
planning problems are of significant importance in
capital-intensive service and manufacturing industries,
including telecommunications networks, power
generation and transport, transportation networks,
and heavy process industries. We will explore a
large variety of capacity planning models with
emphasis on timing, sizing, location, and capacity
type decisions. The course will emphasize modeling
approaches, key issues, and algorithms.
IEOR E4418y Logistics and transportation
management
Lect: 3. 3 pts. Professor Kachani.
Prerequisite: IEOR E3608 or E4004, or the
SEAS 2008–2009