© 2002

Computational Methods in Decision-Making, Economics and Finance

  • Erricos John Kontoghiorghes
  • Berc Rustem
  • Stavros Siokos

Part of the Applied Optimization book series (APOP, volume 74)

Table of contents

  1. Front Matter
    Pages i-xxi
  2. Optimization Models

    1. Front Matter
      Pages 1-1
    2. John M. Mulvey, Koray D. Simsek
      Pages 15-33
    3. Nalan Gulpinar, Berc Rustem, Reuben Settergren
      Pages 35-47
    4. Berc Rustem, Reuben Settergren
      Pages 77-88
    5. Oswaldo L. V. Costa, Rodrigo de Barros Nabholz
      Pages 89-107
    6. Alejandro Balbás, Alfredo Ibáñez
      Pages 139-165
    7. Michael Haliassos, Christis Hassapis
      Pages 185-212
    8. Ming-Yang Kao, Andreas Nolte, Stephen R. Tate
      Pages 213-230
    9. Paveena Chaovalitwongse, H. Edwin Romeijn, Panos M. Pardalos
      Pages 231-248
    10. L. C. G. Rogers, E. J. Stapleton
      Pages 249-269
    11. H. Windcliff, P. A. Forsyth, K. R. Vetzal, W. J. Morland
      Pages 271-296
    12. Christian H. Bischof, H. Martin Bücker, Bruno Lang
      Pages 297-310
  3. Equilibria, Modelling and Pricing

    1. Front Matter
      Pages 311-311
    2. Giovanni Barone-Adesi, Ghulam Sorwar
      Pages 313-324

About this book


Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.


Monte Carlo Simulation Simulation Stochastic Optimization Stochastic Programming algorithms calculus genetic programming linear optimization modeling optimization programming

Editors and affiliations

  • Erricos John Kontoghiorghes
    • 1
  • Berc Rustem
    • 2
  • Stavros Siokos
    • 3
  1. 1.Université de NeuchâtelSwitzerland
  2. 2.Imperial College of ScienceTechnology & MedicineUK
  3. 3.Citigroup Corporate & Investment BankUK

Bibliographic information

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