Curricular information is subject to change.
On successful completion of this module, the student will:
(i) be familiar with basic mathematical techniques of constrained and unconstrained extrema in financial models;
(ii) be aware of the relationship between constraint parameters and shadow prices;
(iii) be able to set up and solve linear optimization problems by the simplex method and duality;
(iv) be able to apply convexity methods to certain extremum problems.
| Student Effort Type | Hours |
|---|---|
| Lectures | 36 |
| Tutorial | 16 |
| Specified Learning Activities | 32 |
| Autonomous Student Learning | 32 |
| Total | 116 |
Not applicable to this module.
| Description | Timing | Component Scale | % of Final Grade | |||
|---|---|---|---|---|---|---|
| Continuous Assessment: Continuous assessment | Throughout the Trimester | n/a | Alternative linear conversion grade scale 40% | No | 30 |
No |
| Examination: End of Trimester Exam | Unspecified | No | Alternative linear conversion grade scale 40% | No | 70 |
No |
| Resit In | Terminal Exam |
|---|---|
| Summer | Yes - 2 Hour |
• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment
Not yet recorded.
| Name | Role |
|---|---|
| Dr Daniele Casazza | Lecturer / Co-Lecturer |
| Dr Daniele Casazza | Tutor |
| Ruhat Kabulantok | Tutor |