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1999-12-20Buch DOI: 10.18452/8222
The Application of Operations Research Techniques to Financial Markets
dc.contributor.authorBoard, John
dc.contributor.authorSutcliffe, Charles
dc.contributor.authorZiemba, William T.
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:35:20Z
dc.date.available2017-06-16T19:35:20Z
dc.date.created2006-02-08
dc.date.issued1999-12-20
dc.date.submitted1999-10-07
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8874
dc.description.abstractThis 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectsimulationeng
dc.subjectapplicationeng
dc.subjectmodellingeng
dc.subjectfinanceeng
dc.subjectmathematical programmingeng
dc.subjectchallenges for OReng
dc.subject.ddc510 Mathematik
dc.titleThe Application of Operations Research Techniques to Financial Markets
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10057384
dc.identifier.doihttp://dx.doi.org/10.18452/8222
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.pages32
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1999
local.edoc.container-issue6
local.edoc.container-erstkatid2936317-2

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