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5 - Nonlinear programming: theory and algorithms
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References
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Appendix A - Convexity
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19 - Robust optimization: theory and tools
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6 - NLP models: volatility estimation
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18 - Stochastic programming models: asset/liability management
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4 - LP models: asset pricing and arbitrage
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14 - DP models: option pricing
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13 - Dynamic programming methods
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Appendix C - A probability primer
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15 - DP models: structuring asset-backed securities
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11 - Integer programming: theory and algorithms
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20 - Robust optimization models in finance
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Appendix D - The revised simplex method
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16 - Stochastic programming: theory and algorithms
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7 - Quadratic programming: theory and algorithms
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8 - QP models: portfolio optimization
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Part 4 - Conclusion
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6 - Fiscal Gap Politics
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Part 1 - Labels and Consequences: The Failure of Our Fiscal Language
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