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as of 9/16/2019

OPTIMIZATION AND FINANCIAL MATHEMATICS
Country - Partner Institution - Programs: Australia - University of Sydney - 'Australian Universities'
UC Course SubjectMathematics
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