Optimization methods in finance
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discus...
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| Auteurs principaux : |
Cornuéjols Gérard
(Auteur),
Tütüncü Reha
(Auteur) |
| Format : |
Livre |
| Langue : |
anglais |
| Titre complet : |
Optimization methods in finance / Gérard Cornuejols,... and Reha Tütüncü,... |
| Publié : |
Cambridge (U.K.), New York, Melbourne [etc.] :
Cambridge University Press
, cop. 2007
|
| Description matérielle : |
1 vol. (XII-345 p.) |
| Collection : |
Mathematics, finance, and risk
|
| Sujets : |
|
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