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发帖数: 31 | 1 NA Digest, V. 07, # 04
From: v**[email protected]
Date: Tue, 16 Jan 2007 16:40:22 -0500
Subject: New Book: Optimization Methods in Finance
Optimization Methods in Finance
Gerard Cornuejols, Carnegie Mellon University, Pennsylvania
Reha Tutuncu, Quantitative Resources Group, Goldman Sachs Asset Management,
New York
Optimization models play an increasingly important role in financial
decisions. This is the first textbook that shows how recent advances in
optimization models, methods and software can |
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