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Optimization Methods in Finance Cornuejols Gerard Carnegie Mellon University PennsylvaniaPevná vazba

This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational…

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Specifikacia Optimization Methods in Finance Cornuejols Gerard Carnegie Mellon University PennsylvaniaPevná vazba


This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical applications are woven together and enriched with worked examples, exercises, and case

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