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Most books on portfolio optimization focus on continuous time stochastic control models. By contrast, Zenios s decision to focus on mathematical programming models in financial engineering is an auspicious one. The book is well organized and clearly written, and uses a minimum of technical prerequisites (both mathematical and financial). It should therefore be accessible and of interest to a broad audience: industry practitioners interested in the potential application of optimization to the problems they face, students curious about how optimization is applied in finance, and professional researchers who would like a comprehensive overview of the uses of mathematical programming in financial engineering.
David Saunders, University of Waterloo
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Description du livre paperback. Etat : New. Language: ENG. N° de réf. du vendeur 9781405132015
Description du livre Etat : New. N° de réf. du vendeur 3365474-n
Description du livre Etat : new. N° de réf. du vendeur 8c51cb361a87d6a4c9fdd080202c95f4
Description du livre Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. N° de réf. du vendeur ria9781405132015_lsuk
Description du livre Paperback / softback. Etat : New. New copy - Usually dispatched within 4 working days. This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization. N° de réf. du vendeur B9781405132015
Description du livre Etat : New. N° de réf. du vendeur 3365474-n
Description du livre Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9781405132015
Description du livre Etat : New. N° de réf. du vendeur ABLIING23Mar2411530152556
Description du livre Etat : New. This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization. Num Pages: 432 pages, 75 illustrations. BIC Classification: KFF; PBU. Category: (P) Professional & Vocational. Dimension: 244 x 189 x 24. Weight in Grams: 830. . 2008. 1st Edition. Paperback. . . . . N° de réf. du vendeur V9781405132015
Description du livre Paperback. Etat : Brand New. 1st edition. 432 pages. 9.75x7.50x1.00 inches. In Stock. N° de réf. du vendeur __1405132019