Learn to apply the modeling methodology and optimization techniques to problems in finance. Most courses 4000-level and above can be credited to all degree programs.
All courses are subject to advisor approval.
The recitations are used to review the pre-requisites and the material covered in class. The labs introduce students to relevant software. This course should also be of interest to students from other departments that use mathematical programming and optimization techniques for analysis and design. The course will cover linear, quadratic, nonlinear, dynamic and stochastic programming. Some discrete optimization techniques will also be introduced.