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Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza

Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage

Full treatment, from model formulation to computational implementation, of optimization techniques that solve central problems in finance.

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,

An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation