Practical Financial Optimization

Decision Making for Financial Engineers

Inbunden, Engelska, 2008

Av Stavros A. Zenios, Stavros A Zenios

1 009 kr

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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

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