menuicon

For Current Students

MATH2070/2970 Optimization and Financial Mathematics

General Information

This page contains information on the Intermediate Unit of Study MATH2070 Optimization and Financial Mathematics and MATH2970 Optimization and Financial Mathematics (advanced). Note that MATH2070 and MATH2970 share the same classes.

This unit is offered in Semester 2.

Lecturer(s): Ben Goldys

For further information on Intermediate Mathematics and Statistics, refer to the Intermediate Handbook. In particular, see the MATH2070/2970 handbook entry for further information relating to MATH2070 and MATH2970.

You may also view the description of MATH2070 and the description of MATH2970 in the central units of study database.

  • Credit point value: 6CP.
  • Classes per week: Three lectures, one tutorial and one computer laboratory session.

Email enquiries about MATH2070 may be sent to MATH2070@maths.usyd.edu.au.

Students: Please give your name and SID when emailing us. Anonymous emails will not be replied to.

Online Resources

Course Information

  • Course Information
  • Printed Lecture Notes (including tutorial sheets and computer lab sheets) for MATH2070/2970 Optimisation and Financial Mathematics by PW Buchen and DJ Ivers will be available from KopyStop, Shop 3/55 Mountain St, Broadway.

Weekly Consultations (after appointment)

  • Ben Goldys (Carslaw 709): Monday 11-12.

Lectures

Lecture recordings available here. Ben Goldys handwritten notes are here:
Week 1 (Chapter 1, optimizing differentiable functions): Lecture 1, Lecture 2, Lecture 3

Tutorials

Tutorials start in week 2.

Computer Labs

Computer labs start in week 2. Solutions
Some instructions on how to generate plots and reports in Matlab, and an example output.
Duncan Sutherland's brief guide to Matlab. Please note that Duncan is no longer a tutor for MATH 2070, so it is inappropriate to email him with queries on this course.

Matlab Routines

  • You may also play with the MATLAB routine linprog which is part of the standard MATLAB distribution.

Assignment

  • Marked assignments can be collected at the pigeonholes (marked MATH2070 and 2970) on level 6, opposite the lifts, near the assignment collection boxes.

Project

  • Due 5pm Thursday Week 12, 21th October. Submit it in a folder with a cover sheet, to the marked box on level 6 opposite the lifts.

Timetable

Show timetable / Hide timetable.