- The techniques of Operations Research are mathematical optimization and simulation techniques. This course will cover several areas of OR and their applications in mathematical finance. This will be a problem solving, model-building course. This is also a computational course that will cover numerical algorithms and programs that solve optimization and simulation models.
This will include software packages like Mathlab, Excel Solver, Evolver, @Risk, Decision Tools, @RiskOptimizer, GAMS, AMPL, Cplex and XpressMP among others.