Practical Financial Optimization: Decision Making for Financial Engineers - Couverture rigide

Zenios, Stavros A.

Couverture rigide

ISBN 10 : 1405132000 ISBN 13 : 9781405132008

Editeur : Wiley-Blackwell, 2008

Synopsis

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

A propos du livre

À propos de l?auteur

Stavros A. Zenios is Professor of Business and Public Administration at the University of Cyprus, Director of the HERMES European Center of Excellence on Computational Finance and Economics, and Senior Fellow at the Wharton Financial Institutions Center of the University of Pennsylvania. His previous books include Financial Optimization (1996); Parellel Optimization: Theory, Algorithms, and Applications (1997); and Performance of Financial Institutions: Efficiency, Innovation, Regulation (2000).

Détails de l'édition

• Éditeur: Wiley-Blackwell
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 1405132000
• ISBN 13: 9781405132008
• Reliure: Relié
• Nombre de pages: 432
• Coordonnées du fabricant: Wiley-Blackwell; https://www.wiley.com/en-in; ; Via Bruno Buozzi, 24/26,; Granarolo dell'Emilia BO,; 40057; Italie