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) |
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| 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 |
| Item ID: | 36094 |
| Date Deposited: | 24 Apr 2007 |
| Last Modified: | 02 Mar 2012 13:07 |
| Contributors: | Board, J. (Author) Sutcliffe, C. (Author) Ziemba, W. (Author) |
| Date: | 1999 |
| Status: | Published |
| Publisher: | University of Southampton |
| URI: | http://eprints.soton.ac.uk/id/eprint/36094 |
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