Course

FIN-414: Optimization methods

Summary

This course presents the problem of static optimization, with and without (equality and inequality) constraints, both from the theoretical (optimality conditions) and methodological (algorithms) point of view. Economics and financial applications are provided. Dynamic optimization is also introduced

Lectures

Instructor

Elena Perazzi

Teaching & PhD Courses Advanced derivatives FIN-503 The course covers a wide range of advanced topics in derivatives pricing Game theory and strategic decisions MGT-300 Game theory studies the strategic interactions between rational agents. It has a myriad of applications in politics, business, sports. A special branch of Game Theory, Auction Theory, has recently guided the development of Ebay, Google advertising auctions, and of the Wireless spectrum auctions. Probabili

Official source

https://edu.epfl.ch/coursebook/en/optimization-methods-FIN-414

Moodle Page

http://go.epfl.ch/FIN-414

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Summary

Lectures

Instructor

Elena Perazzi

Official source

https://edu.epfl.ch/coursebook/en/optimization-methods-FIN-414

Moodle Page

http://go.epfl.ch/FIN-414

About this result

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