MATH2070/2970 Optimization and Financial Mathematics
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): Andrew Papanicolaou
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.
- 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.
- 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.
LecturesDavid Ivers posts scanned pages of his lectures here. They are not proof-read.
The MATH2070 and MATH2970 blackboard pages contain audio-visual lectures from lecture 5.
Week 1: Lecture 1, Lecture 2, Lecture 3
Week 2: Lecture 4, Lecture 5, Lecture 6, Corrections to printed lecture notes
Week 3: Lecture 7, Lecture 8, Lecture 9
Week 4: Lecture 10, No Lecture, Lecture 12
Week 5: Lecture 13, Lecture 14, Lecture 15
Week 6: Lecture 16, Lecture 17, Lecture 18
Week 7: Lectures 19/20, Lecture 21
Week 8: Lectures for Week 8
Week 9: Lectures 25/26, Lecture 27
Week 10: Lectures 29-30
Week 11: Lectures 31-33
Week 12: Lecture 34 Lectures 35-36
Sample Quiz: Sample quiz with answers
Additional notes: Additional note on covariances
TutorialsTutorials start in week 2.
Computer LabsComputer labs start in week 2.
- Matlab Example 1, Matlab Example 2
- Matlab Routines
- Modified ratio routines for better display: ratios.m, ratios2.m
Duncan Sutherland's brief guide to Matlab.
- Due 5pm Monday 4th November. Submit it in a folder with a cover sheet, to the marked box on level 6 opposite the lifts.
Sample examSample exam
Sample exam solutions (Q2(b)(iv) corrected - use PDFReader)
Exam formula page
Exam consultationsDr Ivers Carslaw 623 Thursday 7 November 12:00-14:00 and Thursday 14 November 12:00-14:00
Prof. Ben Goldys Carslaw 709 Wednesday 13 November 14:00 - 16:00