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

Zenios, Stavros A.

 
9781405132015: Practical Financial Optimization: Decision Making for Financial Engineers
Couverture souple
ISBN 10 : 1405132019 ISBN 13 : 9781405132015
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

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Stavros 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).

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

Éditeur
Wiley-Blackwell
Date d'édition
2008
Langue
anglais
ISBN 10 
1405132019
ISBN 13 
9781405132015
Reliure
Broché
Nombre de pages
432
Coordonnées du fabricant
non disponible
Personne responsable
non disponible