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

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

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,