Stochastic Optimization Models in Finance 2006 - Couverture rigide

Couverture rigide

ISBN 10 : 981256800X ISBN 13 : 9789812568007

Editeur : World Scientific Publishing Co Pte Ltd, 2006

Synopsis

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems. Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.

A propos du livre

À propos de l'auteur

William T Ziemba is the Alumni Professor of Financial Modeling and Stochastic Optimization, Emeritus in the Sauder School of Business, University of British Columbia where he taught from 1968 to 2004. He now teaches as a visiting professor. He has been a visiting professor at Cambridge, Oxford, London School of Economics, and Warwick in the UK; Stanford, UCLA, Berkeley, Chicago and MIT in the US; Bergamo and Venice in Italy; Tsukuba in Japan and the National University of Singapore. Leading financial institutions which he has been consultant to include the Frank Russell Company, Morgan Stanley, Buchanan Partners and Gordon Capital. His research is in asset-liability management, portfolio theory and practice, security market imperfections, Japanese and Asian financial markets, sports and lottery investments and applied stochastic programming. Raymond G Vickson has been a faculty member in Management Sciences at the University of Waterloo since 1973. He did research on topics such as storage management, optimization models and queueing. Born in Vancouver and educated at the University of British Columbia, with a PhD from the Massachusetts Institute of Technology, he has retired to Victoria as an adjunct professor at the University of Waterloo.

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2006
• Langue: anglais
• ISBN 10: 981256800X
• ISBN 13: 9789812568007
• Reliure: Relié
• Nombre de pages: 756
• Éditeur: Ziemba William T, Vickson Raymond G
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible