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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ePrint ID: 36094
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1999Published
Date Deposited: 24 Apr 2007
Last Modified: 16 Apr 2017 22:07
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/36094

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