The Application of Operations Research Techniques to Financial Markets

J. Board, Charles Sutcliffe and W. Ziemba

Working Papers from University of Southampton - Department of Accounting and Management Science

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.

Keywords: FINANCE MARKET; MATHEMATICS (search for similar items in EconPapers)
JEL-codes: C60 G10 (search for similar items in EconPapers)
Pages: 30 pages
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:fth:sotoam:99-147

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