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Cover of Optimization Methods in Finance

Optimization Methods in Finance

by Gérard Cornuéjols, Javier Peña, Reha Tütüncü

Cambridge University Press

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From the publisher

Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance.

Description supplied by the publisher.

Book details

ISBN-13
9781107056749
ISBN-10
1107056748
Authors
Gérard Cornuéjols, Javier Peña, Reha Tütüncü
Condition
New
Subject
Finance

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