Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.

From one of our most important scholars and civil rights activist icon, a powerful study of the women’s liberation movement and the tangled knot of oppression facing Black women. “Angela Davis is herself a woman of undeniable courage. She should be heard.”—The New York Times Angela Davis provides a powerful history of the social and political influence of whiteness and elitism in feminism, from abolitionist days to the present, and demonstrates how the racist and classist biases of its leaders inevitably hampered any collective ambitions. While Black women were aided by some activists like Sarah and Angelina Grimke and the suffrage cause found unwavering support in Frederick Douglass, many women played on the fears of white supremacists for political gain rather than take an intersectional approach to liberation. Here, Davis not only contextualizes the legacy and pitfalls of civil and women’s rights activists, but also discusses Communist women, the murder of Emmitt Till, and Margaret Sanger’s racism. Davis shows readers how the inequalities between Black and white women influence the contemporary issues of rape, reproductive freedom, housework and child care in this bold and indispensable work.