M.S. Operations Research
The Master of Science in Operations Research program (30 points) is designed to enable students to concentrate their studies in methodological areas such as mathematical programming, stochastic models, and simulation. The department offers a variety of domain specific courses in areas including logistics, supply chain management, revenue management, risk management, and financial engineering.
MSOR degree candidates are required to satisfy a core program of graduate courses:
SIEO W4150: Introduction to Probability and Statistics
IEOR E4004: Intro to OR: Deterministic Models
IEOR E4106: Intro to OR: Stochastic Models
IEOR E4404: Simulation
All students must take at least 18 points of graduate work in the IEOR Department (denoted by courses with the IEOR designation) and at least 30 points of graduate studies at Columbia. In addition to courses within the engineering school, students can also take electives from various schools within the university, such as the Graduate School of Business, the School of International and Public Affairs, the Graduate School of Arts and Sciences, and the School of Law.
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. Students failing to meet these criteria may be asked
to withdraw from his/her Program.
The Department suggests a number of elective courses depending on areas of interest. For students interested in the area of Optimization, the Department recommends taking at least three of the following elective courses:
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
Students interested in the area of Applied Probability should consider taking at least three of the following elective courses:
IEOR E4000: Production and Operations Management
IEOR E4210: Supply Chain Management
IEOR E4220: Demand and Supply Analytics (not offered 2009-2010)
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
Students interested in financial and managerial applications of Operations Research should consider taking:
| Corporate Finance Courses | Derivatives Pricing Courses |
Management Courses |
| IEOR E4403: Advanced Engineering & Corporate Economics |
IEOR E4700: Intro to Financial Engineering |
At least one of:
IEOR E4510: Project ManagementIEOR E4550: Entrepreneurial Business Creation for Engineers IEOR E4998: Managing Technological Innovation IEOR E4505: O.R. in Public Policy IEOR E4705: Studies in O.R. |
|
And at least one of:
FINC B6302: Capital Markets & InvestmentsFINC B8301: Advanced Corporate Finance ECIE W4280: Corporate Finance |
And at least one of:
IEOR E4602: Quantitative Risk Management IEOR E4620: Pricing Models IEOR E4630: Asset Allocation |