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November 1st, 2008, 07:39 PM
<span style="font-size:18pt;line-height:100%">السلام عليكم ورحمة الله وبركاته,
أود النصيحة من أهل الخبرة منكم حول المواد التالية,
حيث يطلب منا قسمنا الذي ندرس فية –قسم الرياضيات اختيار 3 مواد فقط منها, ولا أدري أي من هذه المواد قد يساعدني كثيرا كاكتواري والمواد مبينة أدناه مع بعص الوصف:
Linear Programming
The general Linear Programming Problem. The Simplex method. The revised Simplex method. Computer implementations. Duality. Parametric linear programming. Interior point methods. Applications including: transportation problem, inventory problems, blending problems and game theory.
Linear Algebra II
Linear Transformations: Isomorphisms of vector spaces, representation by matrices, and change of basis. Eigenvalues and eigenvectors: diagonalization and triangularization of linear operators. Inner product spaces: Orthogonalization and Rieze representation theorem. Self-adjoint operators: the Spectral theorem, Bilinear and quadratic forms.
Partial Differential Equations
Definitions and concepts: General and particular solutions. Elimination of arbitrary constants and functions. First order equations the method of characteristics. Second order equations: classifications hyperbolic, elliptic, parabolic, the normal form. Boundary value problems: the heat equation, the wave equation, Laplace equation, methods of solutions: separation of variables, the Fourier and Laplace transforms.
Financial Mathematics
Introduction to concepts of financial products and markets. Pricing of financial derivative securities. Options and markets, present and future values. Price movement modeled by Brownian motion, Ito’s formula. Parabolic partial differential equations. Prices of European options as solutions of initial and boundary value problems for heat equations. American option and free boundary problems. Analytic solutions for European options. Numerical methods for options. Optional topics: Path dependent options, interest rate derivatives.
Numerical Analysis II
Approximation theory: Orthogonal and Chebyschev polynomials, rational and trigonometric polynomials, multiple integrals, initial value problems: Taylor’s methods, multistep and Runge-Kutta methods, boundary value problems: shooting, finite difference and Rayleigh-Ritz methods.
وجزاكم الله خيرَا</span>
أود النصيحة من أهل الخبرة منكم حول المواد التالية,
حيث يطلب منا قسمنا الذي ندرس فية –قسم الرياضيات اختيار 3 مواد فقط منها, ولا أدري أي من هذه المواد قد يساعدني كثيرا كاكتواري والمواد مبينة أدناه مع بعص الوصف:
Linear Programming
The general Linear Programming Problem. The Simplex method. The revised Simplex method. Computer implementations. Duality. Parametric linear programming. Interior point methods. Applications including: transportation problem, inventory problems, blending problems and game theory.
Linear Algebra II
Linear Transformations: Isomorphisms of vector spaces, representation by matrices, and change of basis. Eigenvalues and eigenvectors: diagonalization and triangularization of linear operators. Inner product spaces: Orthogonalization and Rieze representation theorem. Self-adjoint operators: the Spectral theorem, Bilinear and quadratic forms.
Partial Differential Equations
Definitions and concepts: General and particular solutions. Elimination of arbitrary constants and functions. First order equations the method of characteristics. Second order equations: classifications hyperbolic, elliptic, parabolic, the normal form. Boundary value problems: the heat equation, the wave equation, Laplace equation, methods of solutions: separation of variables, the Fourier and Laplace transforms.
Financial Mathematics
Introduction to concepts of financial products and markets. Pricing of financial derivative securities. Options and markets, present and future values. Price movement modeled by Brownian motion, Ito’s formula. Parabolic partial differential equations. Prices of European options as solutions of initial and boundary value problems for heat equations. American option and free boundary problems. Analytic solutions for European options. Numerical methods for options. Optional topics: Path dependent options, interest rate derivatives.
Numerical Analysis II
Approximation theory: Orthogonal and Chebyschev polynomials, rational and trigonometric polynomials, multiple integrals, initial value problems: Taylor’s methods, multistep and Runge-Kutta methods, boundary value problems: shooting, finite difference and Rayleigh-Ritz methods.
وجزاكم الله خيرَا</span>