最佳化方法在財務金融的應用

Gerard Cornuejols, Javier Peña, and Reha Tutuncu, Optimization Methods in Finance, Cambridge University Press, 2nd Edition, 2018.

使用的方法有 Linear programming、Nonlinear programming、Quadratic programming、Conic optimization、Integer programming、Dynamic programming、Stochastic programming、和 Robust optimization。