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Type: BOOK - Published: 2005-10-24 - Publisher: Springer Science & Business Media

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Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic gr
Numerical Methods and Optimization in Finance
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Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage
Optimization in Economics and Finance
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Authors: Bruce D. Craven
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Springer Science & Business Media

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Extends the optimization techniques, in a form that may be adopted for modeling social choice problems. The models in this book provide possible models for a so
Optimization Methods in Finance
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Authors: Gerard Cornuejols
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Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza
Stochastic Optimization Models in Finance
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A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,