(课程简介英文版) The first part of this course introduces the basic theories and solutions of ordinary differential equations. Students will be able to grasp the fundamental knowledge and solving techniques of ordinary differential equations, providing a mathematical foundation for subsequent financial analysis and modeling. The second part covers the variational method and optimal control. This course will introduce the basic principles and applications of the variational method, as well as the theories and methods of optimal control. Through studying the variational method, students will be able to master the basic skills of solving optimization problems, such as establishing mathematical models for variational problems and solving variational equations. The introduction of optimal control theories and methods, including the basic concepts, mathematical models, and solving algorithms, will enable students to apply optimal control theories in the financial field, such as optimizing portfolios and reducing financial risks. Through the study of "Mathematical Methods in Finance and Economics," students will be able to grasp the application techniques and methods of modern mathematics in the financial field, enhance their analytical and modeling abilities, and lay a solid foundation for future financial research. |