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Module Reading List

Optimisation Methods for Finance, 2019/20, Semester 1
Dr Graham Murphy
Tutor information is taken from the Module Catalogue
  • Reading

Throughout the module you will be issued with directed reading. It is essential that you read this material as it will contextualise the lecture material. It is advised that you purchase at least one of the recommended texts.

Recommended texts:

There will be extensive lecture notes posted on the VLE. 

Main course text:

Cornuejols, G and Tutuncu, R: Optimization methods in finance , Cambridge University Press, 2006. ISBN: 0521861705.

Additional reading:

Stavros A. Zenios (ed.): “ Financial optimization ”, Cambridge University Press, Cambridge. 1996

Mary Jackson and Mike Staunton: “ Advanced modelling in finance using Excel and VBA ”. Wiley, 2001.

John R. Birge and Francois Louveaux: “ Introduction to Stochastic Programming ”, Springer. 2000.

Winston WL, Goldberg JB: " Operations research: applications and algorithms " Brooks/Cole - Thomson Learning. 2004. 

Siddhartha Rao, "Sams teach yourself C++ in one hour a day." Pearson. 2013.

Ivor Horton, "Ivor Horton's beginning Visual C++ 2013 ISBN: 9781118845714 (pbk.) : £39.99" John Wiley. 2014.

H. M. Deitel and P. J. Deitel, "Visual C++ : how to program ISBN: 9780136151579 (pbk.) : £49.99; 0136151574 (pbk.) : £49.99" Prentice Hall. 2007.

This list was last updated on 20/07/2016