IEOR DEPARTMENT
TEXTBOOK LIST - FALL 2009
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SUB
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COURSE TITLE
INSTRUCTOR
AUTHOR
BOOK TITLE
PUBLISHER
EDITION
REQ/REC
STEIN, CLIFFORD
Cormen, Leiserson,
Rivest, Stein
Introduction to Algorithms
MIT Press
3rd Edition
Required
INTRODUCTION TO ACCOUNTING &
ENGI 2261
FINANCE
WEBSTER, ANTHONY
Anthony and Breitner
Essentials of Accounting Review
Prentice Hall
latest
Required
IEME 4310 THE MANUFACTURING ENTERPRISE
WEINIG, SHELDON
Goldratt
The Goal
North River Press
latest
Required
DeKluyver & Pearce II
Strategy - A view From the Top "An
Executive Perspective"
latest
Required
S.M. Ross
Introduction to Probability Models
Academic Press
latest
Required
Introduction to Mathematical Programming
Thomson
latest
Required
CSOR 4231 ANALYSIS OF ALGORITHMS
5
6
7
8
9
INTRO TO OR: STOCHASTIC
IEOR 3106
MODELS
INTRO TO MATHEMATICAL
IEOR 3608
PROGRAMMING
SIGMAN, KARL
CHUDNOVSKY, MARIA
IEOR 3658 PROBABILITY
IBRAHIM, ROUBA
IEOR 4000 PRODUCTION MANAGEMENT
RICCIO, LUCIUS
Introduction to Probability
Athena Scientific
latest
Required
McGraw-Hill
latest
Required
Wesy
latest
Recommended
Wiley
3rd Edition
Required
Brealey and Myers
Dixit and Pyndyck
Production and Operations Analysis
Inventory Management and Production
Planning and Schduling
ADVANCED ENGR.+CORP.ECON.
>CUSTOM<
Principles of Corporate Finance
Investment Under Uncertainty
McGraw-Hill
Princeton
latest
latest
Recommended
Recommended
CHUDNOVSKY, MARIA
Jensen and Bard
Operations Research Models and Methods
Wiley
latest
Recommended
IYENGAR, GARUD
Cornuéjols and
Tütüncü
Optimization Methods in Finance
Cambridge University
Press
latest
Required
YAO, DAVID
Ross
Introduction to Probability Models
Academic Press
latest
Required
Hull
Options, Futures, and Other Derivatives
Prentice Hall
latest
Recommended
GOLD, LEON
Wickens, et al
An Introduction to Human Factors
Prentice Hall
latest
Required
WRIGHT, LARRY
Hanke, Wichern
latest
Required
KACHANI, SOULAYMANE
Wiley
3rd Edition
Required
BLANCHET, JOSE
Brealey and Myers
Dixit and Pyndyck
Sheldon Ross
Business Forecasting
ADVANCED ENGR.+CORP.ECON.
>CUSTOM<
Principles of Corporate Finance
Investment Under Uncertainty
Simulation
Prentice Hall
Hughes
McGraw-Hill
Princeton
Academic Press
latest
latest
latest
Recommended
Recommended
Required
SETHURAMAN, JAY
Gibbons
Game Theory for Applied Economists
Princeton
latest
Required
Krishna's
2002
Recommended
Dorf and Byers
Auction Theory
Technology Ventures - from Idea to
Enterprise
Getting to Yes
Elsevier
ROBBINS, DAVID
McGraw Hill
latest
Required
Penguin
latest
Required
10
11
12
13
IEOR 4003 INDUSTRIAL ECONOMICS
INTRO TO OR: DETERMINISTIC
MODELS
OPTIMIZATION MODELS & METHODS
IEOR 4007
FOR FE
15
INTRODUCTION TO OR:
IEOR 4106
STOCHASTIC MODELS
16
14
17
18
19
20
IEOR 4004
IEOR 4111 OPERATIONS CONSULTING
IEOR 4207 HUMAN FACTORS: PERFORMANCE
IEOR 4307 INDUSTRIAL FORECASTING
ADVANCED ENGINEERING AND
IEOR 4403
CORPORATE ECONOMICS
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23
24
IEOR 4404 SIMULATION
GAME THEORETIC MODELS OF
IEOR 4407
OPERATION
25
KACHANI, SOULAYMANE
27
28
ENTREPRENEURIAL BUSINESS
CREATION FOR ENGINEERS
Hughes
KACHANI, SOULAYMANE
26
IEOR 4550
Winston and
Venkataramanan
D. Bertsekas and
J.Tsitsikilis
Nahmias
Silver, Pyke and
Peterson
Fisher and Ury
9/8/2009
IEOR DEPARTMENT
TEXTBOOK LIST - FALL 2009
A
B
C
D
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30
PRICING MODELS FOR FINANCIAL
ENGINEERING
INTRODUCTION TO FINANCIAL
IEOR 4700
ENGINEERING
32
31
IEOR 4620
IEOR 4703 MONTE CARLO SIMULATION
40
41
42
43
44
45
46
47
48
49
IEOR 4724 TOPICS IN QUANT FIN: HEDGE FUNDS
TOPICS IN QUANT FIN: INFLATION
IEOR 4726
DERIVATIVES (9/9 to 10/21)
TOPICS IN QUANT FIN:
IEOR 4729 STRUCTURED PRODUCTS (10/28 to
12/9)
TOPICS IN QUANT FIN: A GUIDE TO
IEOR 4728 THE FIN INDUST FOR QUANTITATIVE
PROFESSIONAL
MANAGING TECHNOLOGICAL
IEOR 4998
INNOVATIONS
IEOR 4999 CURRICULAR PRACTICAL TRAINING
IEOR 6613 OPTIMIZATION 1
IEOR 6711 STOCHASTIC MODELING 1
IEOR 8100 TOPICS IN IEOR
IEOR 8100
TOPICS IN IEOR: DYNAMIC PRICING
& REVENUE MANAGEMENT
IEOR 8100
TOPICS IN IEOR: FINANCIAL
ENGINEERING
50
51
52
IEOR 8100 TOPICS IN IEOR
INTRODUCTION TO PROBABILITY
SIEO 4150
AND STATISTICS
53
I
So You Need to Write a Business Plan
Thomson
latest
Required
Business Law
Wesy
latest
Recommended
Prentice Hall
latest
Recommended
YAO, DAVID
Luenberger
Investment Science
Oxford
latest
Required
Hull
Options, Futures, and Other Derivatives
Recommended
Sheldon Ross
Simulation
Prentice Hall
Harcourt Academic
Press
latest
BLANCHET, JOSE
latest
Recommended
Springer-Verlog
latest
Recommended
latest
Recommended
Jeckel
TOPICS IN QUANT FIN: COMMODITY
DERIVATIVES (9/8 to 10/20)
H
Options, Futures, and Other Derivatives
Paul Glasserman
IEOR 4720
G
Hull
35
36
STUDIES IN OPERATIONS
IEOR 4705
RESEARCH
37
FINANCIAL ENGINEERING:
IEOR 4707
CONTINUOUS TIME MODELS
38
DATA ANALYSIS FOR FINANCIAL
IEOR 4709
ENGINEERING
39
F
DEROSA, DAVID
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34
E
Osteryoung and
Denslow
Mann and Roberts
RICCIO, LUCIUS
Monte Carlo Methods in Financial
Engineering
Monte Carlo Methods in Finance
none
none
none
latest
none
HAUGH, MARTIN
Shreve
Stochastic Calculus for Finance II :
Continuous-Time Models
Springer
latest
Recommended
KOU, STEVE
Ruey Tsay
Analysis of Financial Time Series
WIley
2nd Edition
Required
METZGER, LEON
none
none
none
none
none
KANI, IRAJ
none
none
none
none
none
KANI, IRAJ
none
none
none
none
none
KUZNETSOV, ALEX
Kuznetsov
The Complete Guide to Capital Markets for
Quantitative Professionals
McGraw-Hill
2006
Required
MCGOURTY, JACK
Dorf, R.C. and Byers,
T.H
Technology Ventures: From Idea to
Enterprise
McGraw-Hill
latest
Required
DERMAN, EMANUEL
none
none
none
none
none
Introduction to Linear Optimization
Athena Scientific
latest
Required
none
none
none
none
none
none
none
none
HIGGINS, MARK
SIGMAN, KARL
WHITT, WARD
Bertsimas and
Tsitsiklis
none
none
GALLEGO, GUILLERMO
none
none
none
none
none
KOU, STEVE
none
none
none
none
none
SCHEINBERG, KATYA
S. Boyd and L.
Vandenbeghe
Convex Optimization
Cambridge University
Press
latest
Recommended
Walpole
Probability and Statistics for Engineers and
Scientists
Prentice Hall
latest
Required
GOLDFARB, DON
GALLEGO, GUILLERMO
9/8/2009