David Gilbert Luenberger (born September 16, 1937) is a mathematical scientist known for his research and his textbooks, which center on mathematical optimization. He is a professor in the department of Management Science and Engineering His Investment Science is widely prescribed and referenced by finance
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Investment Science, Second Edition, provides thorough and highly accessible mathematical coverage of the fundamental topics of intermediate investments, including fixed-income securities, capital asset pricing theory, derivatives, and innovations in optimal portfolio growth and valuation of multi-period risky investments. Eminent scholar and teacher David G. Luenberger,
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