Optimization Methods in Finance

This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical applications are woven together and enriched with worked examples, exercises, and case studies.

• | : Gerard Cornuejols (Carnegie Mellon University, Pennsylvania), Javier Pena (Carnegie Mellon University, Pennsylvania), Reha Tutuncu
• | Publisher: Cambridge University Press
• | Publication Date: Aug 09, 2018
• | Country of Publication: United Kingdom
• | Number of Pages: 348 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1107056748
• | ISBN-13: 9781107056749