Abstract
Optimization is a topic that covers a set of techniques used to find the minimum or maximum of a function over a predetermined group of conditions. Optimization strategies are employed in several areas of financial engineering, and as such should be part of the basic skill set of financial developers.
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© 2015 Carlos Oliveira
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Oliveira, C. (2015). Optimization. In: Practical C++ Financial Programming. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4302-6716-4_12
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DOI: https://doi.org/10.1007/978-1-4302-6716-4_12
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4302-6715-7
Online ISBN: 978-1-4302-6716-4
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