|edoc-Server der Humboldt-Universität zu Berlin|
John Board, The London School of Economics and Political Science|
Charles Sutcliffe, The University of Southampton
William T. Ziemba, University of British Columbia
|Title:||The Application of Operations Research Techniques to Financial Markets|
|Date of Acceptance:||20.12.1999|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
|Complete Preprint:||pdf (urn:nbn:de:kobv:11-10057384)|
|Keywords (eng):||simulation, application, modelling, finance, mathematical programming, challenges for OR|
|Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.||Endnote Bibtex|
|print on demand: If you click on this icon you can order a print copy of this publication.|
|Diese Seite taggen: These icons lead to social bookmarking systems where you can create and manage personal bookmarks and discover bookmakrs of other users.|
|This paper reviews the application of OR to financial markets. After considering reasons for the attractiveness of general finance problems to OR researchers, the main types of financial market problem amendable to OR are identified, and some of the many problems solved using OR are documented. While mathematical programming is the most widely applied technique, Monte Carlo and other simulation methods are increasingly widely used. OR now plays an important role in the operation of financial markets and this importance is likely to increase, creating the opportunity for OR (and operation researchers) to play an even greater role.|
These data concerning access statistics for individual documents
have been compiled using the webserver log files aggregated by AWSTATS.
They refer to a monthly access count to the full text documents as well as to the entry page.
As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly.
To see the detailled access numbers please move the mouse pointer over the single bars of the digaram.
Gesamtzahl der Zugriffe seit May 2011: