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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Bibliographic Details
Main Author: Zenios, Stavros Andrea
Format: eBook
Language:English
Published: Malden, MA Blackwell Pub. 2007
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
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520 |a 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