Financial Optimization

The use of mathematical models in financial management is today common business practice. The state of the art is constantly being advanced by academia and refined by industry. This book achieves two objectives. First it brings together the (apparently) diverse fields of finance and management science/operations research. It presents a variety of techniques used in complex problems for financial management: optimization simulation stochastic programming and supercomputing. Second it links current industrial practices with academic research to a degree unparalleled by any previous publication in the field.