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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Bibliographic Details
Main Authors: Cornuejols, Gerard, 1950- (Author), Tütüncü, Reha (Author)
Format: Electronic eBook
Language:English
Published: Cambridge : Cambridge University Press, 2007.
Series:Mathematics, finance, and risk ; 5.
Subjects:
Online Access:CONNECT