Academic Calendar - 2020 ARCHIVE

Western University Academic Calendar. - 2020ARCHIVE
Western Main Campus

Financial Modelling 3817A/B

OPTIMIZATION METHODS FOR FINANCIAL MODELLING


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 in financial modelling (investment portfolio selection).

Prerequisite(s): Mathematics 1600A/B and one of Calculus 2302A/B, Calculus 2502A/B or Calculus 2402A/B.

Extra Information: 3 lecture hours.

Course Weight: 0.50
Breadth: CATEGORY C i  
Subject Code: FINMOD

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