Optimization Methods for Financial Modelling
Financial Modelling 3817A/B
Description: An introduction to linear programming, simplex method, duality theory and sensitivity analysis, formulating linear programming models, nonlinear optimization, unconstrained and constrained optimization, quadratic programming. Applications.
Term: A/B
Prerequisite(s): Mathematics 1600A/B or the former Linear Algebra 1600A/B and one of Calculus 2303A/B, 2503A/B or 2402A/B.
Antirequisite(s): The former Applied Mathematics 3817A/B
Extra Information: 3 lecture hours, 0.5 course
Outlines of this course offered in past school years
| Course | Instructor(s) | Outline | Term | School Year |
| FM3817B001 | David Stanford |  |
B | 2016/2017 |
| FM3817B001 | David Stanford | |
B | 2015/2016 |
| FM3817B001 | Zinovi Krougly | |
B | 2014/2015 |