Essays in financial engineering

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2001. === Includes bibliographical references (p. 109-115). === This thesis consists of three essays that apply techniques of operations research to problems in financial engineering. In p...

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Bibliographic Details
Main Author: Haugh, Martin B. (Martin Brendan), 1971-
Other Authors: Andrew W. Lo.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/8304