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Practical Financial Optimization

Name: Practical Financial Optimization
Brand: John Wiley and Sons Ltd
SKU: 04954945
Price: 27819 HUF
Availability: InStock
Author: Stavros A. Zenios
ISBN: 9781405132008

Decision Making for Financial Engineers

Stavros A. Zenios

Language

English

Book Hardback

Libristo code: 04954945

Publishers John Wiley and Sons Ltd, January 2008

Practical Financial Optimization is a comprehensive guide to optimization techniques in financial de... Full description

Libristo code: 04954945

190 b

27 819 Ft

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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