CO 372 Portfolio Optimization Models Notes | Assignment Help | Syllabus
University: University Of Waterloo
Portfolio issues in finance are based on computational optimization techniques. Determining derivatives, quadratic and nonlinear optimization are all topics covered in computational linear algebra. The problem of the efficient border. Volatility surface determination and global minimization for value-at-risk are examples of optimization applications in finance. [F,W] are the options available.
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