金融中的优化分析及算法; Optimizationmodelsplayanincreasinglyimportantroleinflnancialdecisions.Manycomputationalflnanceproblemsrangingfromassetallocation toriskmanagement,fromoptionpricingtomodelcalibrationcanbesolved e–cientlyusingmodernoptimizationtechniques.Thiscoursediscus