This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation

This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation

Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza

The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell's nuanced assembly of technical presentations about optimiz