The application of operations research techniques to financial markets


Board, J., Sutcliffe, C. and Ziemba, W. (1999) The application of operations research techniques to financial markets. Southampton, UK, University of Southampton (Discussion Papers in Accounting and Management Science, (99-147) ).

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Description/Abstract

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 amenable to OR are identified, and some of the many problems solved using OR are documented

Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects: H Social Sciences > HG Finance
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Structure - Pre August 2011 > School of Management
ePrint ID: 36094
Date Deposited: 24 Apr 2007
Last Modified: 27 Mar 2014 18:22
URI: http://eprints.soton.ac.uk/id/eprint/36094

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