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Finance & Modelling

In: European Success Stories in Industrial Mathematics

Author

Listed:
  • Thibaut Lery

    (European Science Foundation Physics and Engineering Sciences Unit)

  • Mario Primicerio

    (Universita degli Studi di Firenze, Dipartimento Matematico Ulisse Dini)

  • Maria J. Esteban

    (Université Paris-Dauphine CNRS - CEREMADE)

  • Magnus Fontes

    (Lund University , Centre for Mathematical Sciences)

  • Yvon Maday

    (Université Pierre et Marie , Laboratoire Jacques-Louis Lions)

  • Volker Mehrmann

    (TU Berlin, Institut für Mathematik)

  • Goncalo Quadros

    (Critical Software SA)

  • Wil Schilders

    (Technische Universiteit Eindhoven, Fakulteit Wiskunde)

  • Andreas Schuppert

    (Bayer Technology Service GmbH , Process Technology - E41)

  • Heather Tewkesbury

    (KTN for Industrial Mathematics Surrey, Technology Centre Surrey Research Park)

Abstract

The challenge is to select the portfolio of financial securities which is optimal under given criteria.

Suggested Citation

  • Thibaut Lery & Mario Primicerio & Maria J. Esteban & Magnus Fontes & Yvon Maday & Volker Mehrmann & Goncalo Quadros & Wil Schilders & Andreas Schuppert & Heather Tewkesbury, 2011. "Finance & Modelling," Springer Books, in: Thibaut Lery & Heather Tewkesbury & Mario Primicerio & Maria J. Esteban & Magnus Fontes & Yvon Maday (ed.), European Success Stories in Industrial Mathematics, pages 43-66, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-23848-2_3
    DOI: 10.1007/978-3-642-23848-2_3
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