| Titre : | Optimization methods in finance | | Type de document : | texte imprimé | | Auteurs : | Gerard Cornuejols, Auteur ; Reha Tütüncü, Auteur | | Editeur : | Cambridge University Press | | Année de publication : | 2007 | | Collection : | Mathematics, Finance and Risk | | Importance : | xii - 345 p. | | ISBN/ISSN/EAN : | 978-0-521-86170-0 | | Langues : | Anglais | | Catégories : | 90-XX Operations research, mathematical programming:90-01 Instructional exposition (textbooks, tutorial papers, etc.)
91-XX Game theory, economics, social and behavioral sciences:91-01 Instructional exposition (textbooks, tutorial papers, etc.)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B28 Finance, portfolios, investment
| | Mots-clés : | optimization models computational finance asset allocation option pricing model calibration | | Index. décimale : | 91C - Monographie |
Optimization methods in finance [texte imprimé] / Gerard Cornuejols, Auteur ; Reha Tütüncü, Auteur . - [S.l.] : Cambridge University Press, 2007 . - xii - 345 p.. - ( Mathematics, Finance and Risk) . ISBN : 978-0-521-86170-0 Langues : Anglais | Catégories : | 90-XX Operations research, mathematical programming:90-01 Instructional exposition (textbooks, tutorial papers, etc.)
91-XX Game theory, economics, social and behavioral sciences:91-01 Instructional exposition (textbooks, tutorial papers, etc.)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B28 Finance, portfolios, investment
| | Mots-clés : | optimization models computational finance asset allocation option pricing model calibration | | Index. décimale : | 91C - Monographie |
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Optimization methods in finance
