Unit of study_

# MATH2970: Optimisation and Financial Mathematics Adv

### 2024 unit information

The content of this unit of study parallels that of MATH2070, but students enrolled at Advanced level will undertake more advanced problem solving and assessment tasks, and some additional topics may be included.

## Unit details and rules

#### Mathematics and Statistics Academic Operations

Code MATH2970 Mathematics and Statistics Academic Operations 6
 Prerequisites: ? [MATH1961 or MATH1971 or (a mark of 65 or above in MATH1061)] or [(MATH19X1 or MATH1906 or (a mark of 65 or above in MATH1021 or MATH1001)) and (MATH1902 or (a mark of 65 or above in MATH1002))] None MATH2070 MATH19X3 or MATH1907 or a mark of 65 or above in MATH1003 or MATH1023

At the completion of this unit, you should be able to:

• LO1. demonstrate familiarity with the concepts in linear programming (standard and non-standard) and simplex algorithm, and apply them to solve concrete problems
• LO2. demonstrate familiarity with the concepts in non-linear optimisation without constraints. Explain how the rule based on Hessian can be used to determine minima and maxima, and apply it to solve concrete problems
• LO3. demonstrate familiarity with the concepts in non-linear optimisation with constraints, and apply suitable methods (Lagrange multipliers and KKT conditions) to solve concrete problems
• LO4. demonstrate understanding of the notions from utility theory and explain the difference between principles of expected return and expected utility. Apply this knowledge to solve practical problems
• LO5. demonstrate a coherent and advanced knowledge of the fundamental concepts in portfolio theory and capital asset pricing model
• LO6. identify, formulate and solve original practical problems that can be addressed using mathematical and computational techniques you learned in this unit.

## Unit availability

This section lists the session, attendance modes and locations the unit is available in. There is a unit outline for each of the unit availabilities, which gives you information about the unit including assessment details and a schedule of weekly activities.

The outline is published 2 weeks before the first day of teaching. You can look at previous outlines for a guide to the details of a unit.

Session MoA   Location Outline
Semester 2 2024
Normal day Camperdown/Darlington, Sydney
Outline unavailable
Session MoA   Location Outline
Semester 2 2020
Normal day Camperdown/Darlington, Sydney
Semester 2 2021
Normal day Camperdown/Darlington, Sydney
Semester 2 2021
Normal day Remote
Semester 2 2022
Normal day Camperdown/Darlington, Sydney
Semester 2 2022
Normal day Remote
Semester 2 2023
Normal day Camperdown/Darlington, Sydney

### Modes of attendance (MoA)

This refers to the Mode of attendance (MoA) for the unit as it appears when you’re selecting your units in Sydney Student. Find more information about modes of attendance on our website.