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Operations research models in quantitative finance

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  • 263 páginas
  • 10 horas de lectura

Más información sobre el libro

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.

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Operations research models in quantitative finance, Rita Laura DEcclesia

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Publicado en
1994
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