Note 6: General Optimality Conditions
Note 7: Various NLP Methods
Note 8: Zero-sum Game and Lagrangian Duality
Note 9: Geometric Multipliers and Duality
FMO的就读体验?比较忙,比较累。课业压力比较大。大作业有!考试也有!而且都不是那么容易。可以说含金量很大的programme。想学点真本事的同学,是真可以考虑。想摸鱼的申请者,别选FMO。
Portfolio models
Chapter 8 Introduction to portfolio models
Chapter 9 Efficient portfolios without short sales
Chapter 10 Calculating the variance-covariance matrix
Chapter 11 Estimating betas and the security market line
Chapter 12 Efficient portfolios without short sales
Chapter 13 Black-Litterman approach to portfolio optimization