Operations Research Models in Quantitative Finance
Author | : Rita L. D'Ecclesia |
Publisher | : Springer Science & Business Media |
Total Pages | : 271 |
Release | : 2012-12-06 |
ISBN-10 | : 9783642469572 |
ISBN-13 | : 3642469574 |
Rating | : 4/5 (72 Downloads) |
Download or read book Operations Research Models in Quantitative Finance written by Rita L. D'Ecclesia and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.