Optimizing Optimization: The Next Generation of Optimization Applications and Theory - Couverture rigide

Livre 15 sur 20: Quantitative Finance

Satchell, Stephen

 
9780123749529: Optimizing Optimization: The Next Generation of Optimization Applications and Theory
Couverture rigide
ISBN 10 : 0123749522 ISBN 13 : 9780123749529
Editeur : Academic Press Inc, 2009

Synopsis

The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.

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À propos de l?auteur

Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press Inc
Date d'édition
2009
Langue
anglais
ISBN 10 
0123749522
ISBN 13 
9780123749529
Reliure
Relié
Nombre de pages
328
Coordonnées du fabricant
Academic Press
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