The Application of Operations Research Techniques to Finance Sector

Operations research as a branch of comprehensive and multidisciplinary cross science, there are two types of decision problems. The first one is how to make use of resource to fulfill the tasks as much as possible. The other one is how to Using the least amount of resources to complete a certain task. This paper reviews the application of Operations Research to financial markets. After considering reasons for the attractiveness of general finance problems to OR researchers, the main types of financial market problem amenable to OR are identified, and some of the many problems solved using OR are documented. While mathematical programming is the most widely applied technique, OR now plays an important role in the operation of financial markets and this importance is likely to increase, creating the opportunity for OR (and operations researchers) to play an even greater role