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2:15 8 of 14 7.5 8 The second test (26%) will last 1 hours and will consist of two equally weighted Operational Research problems
2:15 8 of 14 7.5 8 The second test (26%) will last 1 hours and will consist of two equally weighted Operational Research problems to be solved. There are three possible questions that could be asked: ...I LTE Allocation of marks 1) given a problem description, build a linear programming model and solve; 2) given a problem description, as well as a linear programming model for the problem, interpret the solution and sensitivity results; 3) given a problem description, build a simulation model and solve.
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
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