Högskolan i Halmstad
Halmstad University - For the Development of Organisations, Products and Quality of Life

Mathematical methods of portfolio optimization, 7.5 credits

Administrative information
Syllabus (pdf)  
Study period: 2, autumn term 2009 - spring 2010
Course code: MA8010
Programme: Courses for exchange students
Schedule:  
Course responsible: Ljudmila A Bordagexternal link
Other members of faculty:  
Examiner: Ljudmila A Bordagexternal link
   

News


Here will any news about the course being published.

Course description


The course aims for the student to acquire basic knowledge with regards to optimization theory within Financial Mathematics.

Upon completion of the course the student shall be able to:

  • understand and apply linear programming
  • understand and apply parameter and vector optimization
  • put into practice dynamic deterministic and stochastic programming of financial models
  • understand and apply control theory for economic models

Language of instruction


Teaching is in English.

Prerequisites and conditions of admission


Mathematics 60 credits, of which at least 7.5 credits must involve analysis, mathematical statistics and differential equations.
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