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Παρουσίαση/Προβολή

Εικόνα επιλογής

Numerical Methods and Optimization in Finance

(ECON576) -  Vasilios N. Katsikis

Περιγραφή Μαθήματος

This course deals with numerical methods and finite-dimensional (static) optimization. It may be useful to students in Economics since it is necessary background for the relatively advanced optimization models and methods used in numerical dynamic programming, linear stochastic programming, mixed-integer programming and portfolio management, etc. In this course we shall use extensively, the programming language MATLAB.

Ημερομηνία δημιουργίας

Τρίτη 19 Μαρτίου 2019