optimization_methods_in_finance.pdf

Optimizationmodelsplayanincreasinglyimportantrolein¯nancialde- cisions.Manycomputational¯nanceproblemsrangingfromassetallocation toriskmanagement,fromoptionpricingtomodelcalibrationcanbesolved e±cientlyusingmodernoptimizationtechniques.Thiscoursediscussessev- eral