  Optimization and Stochastic Processes Applied to Economy and Finance -- is
the name of this book translated to English; It has been used at the IME-USP -
The Institute of Mathematics and Statistics of the University of Sao Paulo,
since 1993.
  Contents: Ch.1: Linear Programming; Ch.2: Non-Linear Programming; Ch.3:
Quadratic Programming; Ch.4: Markowitz Model; Ch.5: Dynamic Programming; Ch.6:
LQG Estimation and Control; Ch.7: Decision Trees; Ch.8: Pension Funds; Ch.9:
Mixed Portfolios Including Derivative Contracts; Appendices: App.A: Matlab;
App.B: Critical-Point Software; App.C: Computational Linear Algebra; App.D:
Probability; App.E: Computer Codes.
  This book is written in Portuguese language.
