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Practical Financial Optimization

Language EnglishEnglish
Book Paperback
Book Practical Financial Optimization Zenios
Libristo code: 04380859
Publishers John Wiley and Sons Ltd, February 2008
Practical Financial Optimization is a comprehensive guide to optimization techniques in financial de... Full description
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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 models * Analyizes real world applications and implications for financial engineers * Includes a list of models and a section on notations that includes a glossary of symbols and abbreviations

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About the book

Full name Practical Financial Optimization
Author Zenios
Language English
Binding Book - Paperback
Date of issue 2008
Number of pages 430
EAN 9781405132015
ISBN 1405132019
Libristo code 04380859
Publishers John Wiley and Sons Ltd
Weight 830
Dimensions 189 x 244 x 24

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Optimization
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