Optimization methods in finance / Gerard Cornuejols, Reha Tütüncü

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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Bibliographic Details

Online Access:	Full Text (via EBSCO)
Main Author:	Cornuejols, Gerard, 1950-
Other Authors:	Tütüncü, Reha
Format:	eBook
Language:	English
Published:	Cambridge, UK ; New York : Cambridge University Press, ©2007.
Series:	Mathematics, finance, and risk.
Subjects:	Finance > Mathematical models. Mathematical optimization.