Operations Research Models in Quantitative Finance

Beschreibung

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.

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Rita L. D'Ecclesia

Themen in »Operations Research Models in Quantitative Finance«

Finance Finanzierungstheorie Investment Operations Research Option Pricing Optionspreistheorie Portfolio Portfolio Management Portfolio Optimization Portfolio Selection Portfolio Theorie optimization

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