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ISBN: 9780521861700 - Optimization Methods in Finance Optimization Methods in Finance
G Cornuejols, Reha Tutuncu Broadie, Mark

ISBN10: 0521861705  ISBN13: 9780521861700
Publisher: Cambridge University Press
Format: Hardback
Publication date: 21 Dec 2006
Graduate textbook which applies recent advances in optimization methods to solve practical problems in mathematical finance. Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to... More