[IEOR E4620] Pricing Models for Financial Engineering
Departments: Industrial Engineering and Operations Research
Professors: David Derosa
Superb Professor. Excellent Instructor. SEAS is lucky to have such a high quality professor. He taught at Yale previously (I wonder why he left), but now he is here. Take a class with him while you can because he is very knowledgeable in his area of expertise. He has worked in the industry for a long time also so has many stories about his experiences that are relevant to the class. He teaches Black Scholes with a passion that you may sometimes mistake as the carrier of the soul of the now deseased Fisher Black.
Workload:
Hard at times but very fair. Grading Fair.
Directory Data
| Dept/Subj | Directory Course | Professor | Year | Semester | Time | Section |
|---|---|---|---|---|---|---|
| IEOR / IEOR | IEOR IEOR E4620: Pricing Models for Fin Engin | David Derosa | 2012 | Fall | M / 7:00- 9:30 PM | 1 |
| IEOR / IEOR | IEOR IEOR E4620: Pricing Models for Fin Engin | David Derosa | 2010 | Fall | M / 6:50- 9:20 PM | 1 |
| IEOR / IEOR | IEOR IEOR E4620: Pricing Models for Fin Engin | David Derosa | 2009 | Fall | W / 6:50- 9:20 PM | 1 |
| IEOR / IEOR | IEOR IEOR E4620: Pricing Models for Fin Engin | Leon Tatevossian | 2008 | Fall | R / 6:40- 9:10 PM | 1 |


Gold
Silver