Calculus to the level of ODEs, partial derivative and multiple integrals, some knowledge of PDEs helpful but not essential. Students should have a certain comfort level with dealing with advanced ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...

A thorough understanding of Linear Algebra and Vector Calculus, and strong familiarity with the Python programming language (e.g., basic data manipulation libraries, how to construct functions and ...