Book contents
- Frontmatter
- Contents
- Preface
- Part I Introduction
- 1 Overview of Optimization Models
- 2 Linear Programming: Theory and Algorithms
- 3 Linear Programming Models: Asset–Liability Management
- 4 Linear Programming Models: Arbitrage and Asset Pricing
- Part II Single-Period Models
- Part III Multi-Period Models
- Part IV Other Optimization Techniques
- Appendices
- References
- Index
1 - Overview of Optimization Models
from Part I - Introduction
Published online by Cambridge University Press: 27 July 2018
Book contents
- Frontmatter
- Contents
- Preface
- Part I Introduction
- 1 Overview of Optimization Models
- 2 Linear Programming: Theory and Algorithms
- 3 Linear Programming Models: Asset–Liability Management
- 4 Linear Programming Models: Arbitrage and Asset Pricing
- Part II Single-Period Models
- Part III Multi-Period Models
- Part IV Other Optimization Techniques
- Appendices
- References
- Index
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- Information
- Optimization Methods in Finance , pp. 3 - 10Publisher: Cambridge University PressPrint publication year: 2018