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Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5) - Hardcover

Cornuejols, Gerard; Tütüncü, Reha

 
9780521861700: Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)

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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