Academic Calendar - 2024
Western University Academic Calendar. - 2024
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
This Course is Mentioned in the Following Calendar Pages:
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.
Analytics and Decision Sciences 2298A/B - INTRODUCTION TO ANALYTICS AND DECISION SCIENCE
Faculty of Science | Mathematics | HONOURS SPECIALIZATION IN APPLIED MATHEMATICS
Faculty of Science | Mathematics | MAJOR IN APPLIED MATHEMATICS
Faculty of Science | Mathematics | MINOR IN APPLIED MATHEMATICS - ADMISSION DISCONTINUED
Faculty of Science | Mathematics | SPECIALIZATION IN APPLIED MATHEMATICS - ADMISSION DISCONTINUED