Operations Research Models in Quantitative Finance

This volume is based on a series of papers presented at the 13th meeting of the EURO Working Group on Financial Modeling, which cover a range of diverse topics linked by a common theme - the use of formal modelling techniques to promote a better understanding of financial markets and improve management of financial operations. Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.