as of 9/16/2019 |

**OPTIMIZATION AND FINANCIAL MATHEMATICS** |

Country - Partner Institution - Programs: | Australia - University of Sydney - 'Australian Universities' |

UC Course Subject | Mathematics |

Number & Suffix: | 109 |

Full UC Title: | OPTIMIZATION AND FINANCIAL MATHEMATICS |

Transcript Title: | OPTIMIZATN&FIN MATH |

UC QTR Units - Division: | 6.0 - Upper Division |

Course Description: | This course covers programming problems and their solutions using the simplex algorithm, nonlinear optimization, and the Kuhn Tucker conditions. Students explore utility theory, modern portfolio theory, pricing under the principles of expected return and expected utility, and mean-variance Markowitz portfolio theory. Further topics include the Capital Asset Pricing Model, log-optimal portfolios and the Kelly criterion, and dynamical programming. |

Language of Instruction: | English |

Partner Title: | OPTIMISATION AND FINANCIAL MATHEMATICS |

Partner University Department: | Mathematics |

Partner University Course Number: | MATH2070 |