Practical financial optimization decision making for financial engineers
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 portf...
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| Format: | eBook |
| Language: | English |
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Malden, MA
Blackwell Pub.
2007
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | xxx, 400 pages illustrations |
| ISBN: | 1405132019 1405132000 9781405132008 |