This course is an introduction to optimization in finance.
It will cover the following topics:
- Extrema
- Hessian-matrices
- Lagrange multipliers
- Linear programming
- Graphical solution
- Simplex method
- Mixed constrained optimization
- Dual problems in linear programming
- Kuhn-Tucker conditions
- Nonlinear programming
- Convex and concave functions
- Cobb-douglas functions in n variables
Each week there is a quiz on the previous weeks material Midterm on the 10. at 10:00