4670 results in Mathematical finance
12 - Integer programming models: constructing an index fund
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17 - Stochastic programming models: Value-at-Risk and Conditional Value-at-Risk
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- 21 December 2006, pp 271-278
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9 - Conic optimization tools
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- 21 December 2006, pp 168-177
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2 - Linear programming: theory and algorithms
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- 21 December 2006, pp 15-40
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10 - Conic optimization models in finance
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- 21 December 2006, pp 178-191
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3 - LP models: asset/liability cash-flow matching
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- 21 December 2006, pp 41-61
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Frontmatter
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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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- 21 December 2006, pp 292-305
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6 - NLP models: volatility estimation
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- 21 December 2006, pp 112-120
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18 - Stochastic programming models: asset/liability management
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- 21 December 2006, pp 279-291
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4 - LP models: asset pricing and arbitrage
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- 21 December 2006, pp 62-79
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14 - DP models: option pricing
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- 21 December 2006, pp 240-247
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13 - Dynamic programming methods
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Appendix C - A probability primer
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- 21 December 2006, pp 323-326
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15 - DP models: structuring asset-backed securities
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- 21 December 2006, pp 248-254
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11 - Integer programming: theory and algorithms
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- 21 December 2006, pp 192-211
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20 - Robust optimization models in finance
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- 21 December 2006, pp 306-319
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