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Practical Financial Optimization

Decision Making for Financial Engineers

Language EnglishEnglish
Book Hardback
Book Practical Financial Optimization Stavros A. Zenios
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
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78.31 €
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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 Stavros A. Zenios
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 432
EAN 9781405132008
ISBN 1405132000
Libristo code 04954945
Publishers John Wiley and Sons Ltd
Weight 1006
Dimensions 196 x 252 x 37

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Decision theory: general
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Calculus & mathematical analysis
Mathematics & Science > Mathematics > Optimization
Society & Social Sciences > Education
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