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| Author: | Board, J. Sutcliffe, C. Ziemba, W. T. |
| Title: | Applying operations research techniques to financial markets |
| Journal: | Interfaces
2003 : MAY-APR, VOL. 33:2, p. 12-24 |
| Index terms: | Operational research Financial markets Mathematical programming Optimization |
| Language: | eng |
| Abstract: | OP techniques are applied to nonportfolio problems in financial markets, such as the equity, debt, and foreign exchange markets and the corresponding derivates markets. OT techniques are used to value financial instruments, identify market imperfections, design securities, regulate markets, evaluate and control risks, model strategic problems, and understand the funtioning of financial markets. |
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