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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)

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 PDF B 2016/2017
FM3817B001 David Stanford PDF B 2015/2016
FM3817B001 Zinovi Krougly PDF B 2014/2015