MATH 425 Financial Portfolio Management
This course concerns making sound financial decisions in an uncertain world. Increasingly, financial
decision-makers are depending on optimization techniques to guide them in their decisions. Topics to be covered will include asset/liability management, option pricing and hedging, risk management, and portfolio selection. Optimization techniques to be covered will include linear and nonlinear programming, integer programming, dynamic programming, and stochastic programming
Prerequisite
MATH 412