Synopsis
A graduate textbook which applies advances in optimization methods to solve practical problems in mathematical finance.
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About the Authors
Gerard Cornuejols is an IBM University Professor of Operations Research at theTepper School of Business, Carnegie Mellon University.
Reha Tütüncü is a Vice President in the Quantitative Resources Group at Goldman Sachs Asset Management, New York.
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Optimization Methods in Finance
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Cambridge University Press, Cambridge, 2007
ISBN 10: 0521861705
ISBN 13: 9780521861700
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Optimization Methods in Finance. Mathematics, Finance and Risk.
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Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
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Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
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ISBN 10: 0521861705
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Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
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