Practical Financial Optimization

Decision Making for Financial Engineers

Inbunden, Engelska, 2008

Av Stavros A. Zenios, Stavros A Zenios

1 009 kr

Beställningsvara. Skickas inom 5-8 vardagar
Fri frakt för medlemmar vid köp för minst 249 kr.

Finns i fler format (1)


Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge. Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of modelsAnalyizes real world applications and implications for financial engineersIncludes a list of models and a section on notations that includes a glossary of symbols and abbreviations

Produktinformation

  • Utgivningsdatum2008-01-22
  • Mått201 x 254 x 38 mm
  • Vikt1 021 g
  • FormatInbunden
  • SpråkEngelska
  • Antal sidor432
  • FörlagJohn Wiley and Sons Ltd
  • MedarbetareMarkowitz,HarryM.
  • ISBN9781405132008