Farther OT: financial analytics (was: OT: job offering in Milan)

[Cameron Laird]

In article <mailman.4224.1144413408.27775.python-list at python.org>,
Robin Becker  <robin at reportlab.com> wrote:
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>My math skills are now so degraded I have difficulty reading about conic 
>programming using Nesterov's barrier functions etc etc.
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You've got me curious.  I haven't yet located an adequate
introduction to the topic, so I'll ask *you* about the
basics:  do these (*semi*definite?) cones arise in financial
with time the privileged dimension?  Does "cone" here mean
necessarily with a quadratic cross-section?  If so, why is
that more compelling than the simplexes of more traditional
LP?