Operations Research Models in Quantitative Finance

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Operations Research Models in Quantitative Finance
The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.
Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.

More from the series "Contributions to Management Science"

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80 % of the price goes directly to the author.

ISBN: 9783790808032

Language: English

Publication date: 25.11.1994

Number of pages: 263

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