Acknowledgements

This book would not have been possible without the help of many people. First, we thank Peter Winker who was a teacher to all of us (in one way or another). Peter coordinated the COMISEF (Computational Optimization in Statistics, Econometrics and Finance) project; much of the research described in this book has grown out of this project. We are grateful to the EU for having financed COMISEF (Project MRTN-CT-2006-034270). Also, we would like to thank all the members of COMISEF for providing a fruitful network.

Next, there is Karen Maloney from Elsevier who initiated this endeavor. Without her, the book would never have been written. Many thanks also go to Scott Bentley for managing our project. Then, there is Evis Këllezi, who ...

Get Numerical Methods and Optimization in Finance now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.