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Edité par Cambridge University Press, 1993
ISBN 10 : 0521419050ISBN 13 : 9780521419055
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Livre
Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:0521419050.
Edité par Blackwell, 2007
ISBN 10 : 1405132019ISBN 13 : 9781405132015
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Livre
Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9781405132015.
Edité par Wiley & Sons, Incorporated, John, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : Better World Books: West, Reno, NV, Etats-Unis
Livre
Etat : Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.
Edité par Wiley-Blackwell, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : As New. Unread book in perfect condition.
Edité par Wiley-Blackwell, 2008
ISBN 10 : 1405132019ISBN 13 : 9781405132015
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Livre
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000.
Edité par Wiley 2009-05-15, Chichester, 2009
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : Blackwell's, Oxford, OX, Royaume-Uni
Livre
hardback. Etat : New. Language: ENG.
Edité par Wiley-Blackwell, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : Brook Bookstore, Milano, MI, Italie
Livre
Etat : new.
Edité par Wiley-Blackwell, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Livre
Etat : New.
Edité par Wiley-Blackwell, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : New.
Date d'édition : 1995
Vendeur : Xerxes Fine and Rare Books and Documents, Glen Head, NY, Etats-Unis
Etat : Near Fine. Basel 1995. Annals of Operations Research, Volume 59. Large octavo, 279pp., stiff wraps. Near Fine.
Edité par Wiley-Blackwell, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : GreatBookPricesUK, Castle Donington, DERBY, Royaume-Uni
Livre
Etat : As New. Unread book in perfect condition.
Edité par John Wiley and Sons Ltd, Hoboken, 2009
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : Grand Eagle Retail, Wilmington, DE, Etats-Unis
Livre Edition originale
Hardcover. Etat : new. Hardcover. In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. GAMS consists of a language which allows a high-level, algebraic representation of mathematical models and a set of solvers numerical algorithms to solve them. The system was developed in response to the need for powerful and flexible front-end tools to manage large, real-life models. The work begins with an overview of the structure of the GAMS language, and discusses issues relating to the management of data in GAMS models. The authors provide models for mean-variance portfolio optimization which address the question of trading off the portfolio expected return against its risk. Fixed income portfolio optimization models perform standard calculations and allow the user to bootstrap a yield curve from bond prices. Dedication models allow for standard portfolio dedication with borrowing and re-investment decisions, and are extended to deal with maximisation of horizon return and to incorporate various practical considerations on the portfolio tradeability. Immunization models provide for the factor immunization of portfolios of treasury and corporate bonds. The scenario-based portfolio optimization problem is addressed with mean absolute deviation models, tracking models, regret models, conditional VaR models, expected utility maximization models and put/call efficient frontier models. The authors employ stochastic programming for dynamic portfolio optimization, developing stochastic dedication models as stochastic extensions of the fixed income models discussed in chapter 4. Two-stage and multi-stage stochastic programs extend the scenario models analysed in Chapter 5 to allow dynamic rebalancing of portfolios as time evolves and new information becomes known. Models for structuring index funds and hedging interest rate risk on international portfolios are also provided. The final chapter provides a set of case studies: models for large-scale applications of portfolio optimization, which can be used as the basis for the development of business support systems to suit any special requirements, including models for the management of participating insurance policies and personal asset allocation. The title will be a valuable guide for quantitative developers and analysts, portfolio and asset managers, investment strategists and advanced students of finance. This title provides a stable of General Algebraic Modeling System (GAMS) models which can be adapted for use for particular optimization purposes. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Edité par Wiley-Blackwell, 2009
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Livre
HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000.
Edité par John Wiley and Sons Ltd, 2009
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
Livre
Etat : New. This title provides a stable of General Algebraic Modeling System (GAMS) models which can be adapted for use for particular optimization purposes. Editor(s): Zenios, Stavros A. Series: Wiley Finance Series. Num Pages: 198 pages, Illustrations. BIC Classification: KFF; PBU. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 251 x 176 x 21. Weight in Grams: 516. . 2010. Hardcover. . . . .
Edité par Wiley-Blackwell, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : Books Unplugged, Amherst, NY, Etats-Unis
Livre
Etat : Good. Buy with confidence! Book is in good condition with minor wear to the pages, binding, and minor marks within.
Edité par John Wiley & Sons, 2009
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : moluna, Greven, Allemagne
Livre
Gebunden. Etat : New. ANDREA CONSIGLIO is professor of mathematical finance at the University of Palermo, Italy. He has held positions at the University of Calabria and at the University of Cyprus. He has participated in consultancy projects with the Banca della Svizzera Italian.
Edité par John Wiley and Sons Ltd, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : Kennys Bookstore, Olney, MD, Etats-Unis
Livre
Etat : New. This title provides a stable of General Algebraic Modeling System (GAMS) models which can be adapted for use for particular optimization purposes. Editor(s): Zenios, Stavros A. Series: Wiley Finance Series. Num Pages: 198 pages, Illustrations. BIC Classification: KFF; PBU. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 251 x 176 x 21. Weight in Grams: 516. . 2010. Hardcover. . . . . Books ship from the US and Ireland.
Edité par John Wiley and Sons Ltd, Hoboken, 2009
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : CitiRetail, Stevenage, Royaume-Uni
Livre Edition originale
Hardcover. Etat : new. Hardcover. In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. GAMS consists of a language which allows a high-level, algebraic representation of mathematical models and a set of solvers numerical algorithms to solve them. The system was developed in response to the need for powerful and flexible front-end tools to manage large, real-life models. The work begins with an overview of the structure of the GAMS language, and discusses issues relating to the management of data in GAMS models. The authors provide models for mean-variance portfolio optimization which address the question of trading off the portfolio expected return against its risk. Fixed income portfolio optimization models perform standard calculations and allow the user to bootstrap a yield curve from bond prices. Dedication models allow for standard portfolio dedication with borrowing and re-investment decisions, and are extended to deal with maximisation of horizon return and to incorporate various practical considerations on the portfolio tradeability. Immunization models provide for the factor immunization of portfolios of treasury and corporate bonds. The scenario-based portfolio optimization problem is addressed with mean absolute deviation models, tracking models, regret models, conditional VaR models, expected utility maximization models and put/call efficient frontier models. The authors employ stochastic programming for dynamic portfolio optimization, developing stochastic dedication models as stochastic extensions of the fixed income models discussed in chapter 4. Two-stage and multi-stage stochastic programs extend the scenario models analysed in Chapter 5 to allow dynamic rebalancing of portfolios as time evolves and new information becomes known. Models for structuring index funds and hedging interest rate risk on international portfolios are also provided. The final chapter provides a set of case studies: models for large-scale applications of portfolio optimization, which can be used as the basis for the development of business support systems to suit any special requirements, including models for the management of participating insurance policies and personal asset allocation. The title will be a valuable guide for quantitative developers and analysts, portfolio and asset managers, investment strategists and advanced students of finance. This title provides a stable of General Algebraic Modeling System (GAMS) models which can be adapted for use for particular optimization purposes. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Edité par Wiley-Blackwell, 2010
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : BennettBooksLtd, LOS ANGELES, CA, Etats-Unis
Livre
Etat : New. New. In shrink wrap. Looks like an interesting title! 1.15.
Edité par John Wiley and Sons Ltd, Hoboken, 2009
ISBN 10 : 1405133716ISBN 13 : 9781405133715
Vendeur : AussieBookSeller, Truganina, VIC, Australie
Livre Edition originale
Hardcover. Etat : new. Hardcover. In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. GAMS consists of a language which allows a high-level, algebraic representation of mathematical models and a set of solvers numerical algorithms to solve them. The system was developed in response to the need for powerful and flexible front-end tools to manage large, real-life models. The work begins with an overview of the structure of the GAMS language, and discusses issues relating to the management of data in GAMS models. The authors provide models for mean-variance portfolio optimization which address the question of trading off the portfolio expected return against its risk. Fixed income portfolio optimization models perform standard calculations and allow the user to bootstrap a yield curve from bond prices. Dedication models allow for standard portfolio dedication with borrowing and re-investment decisions, and are extended to deal with maximisation of horizon return and to incorporate various practical considerations on the portfolio tradeability. Immunization models provide for the factor immunization of portfolios of treasury and corporate bonds. The scenario-based portfolio optimization problem is addressed with mean absolute deviation models, tracking models, regret models, conditional VaR models, expected utility maximization models and put/call efficient frontier models. The authors employ stochastic programming for dynamic portfolio optimization, developing stochastic dedication models as stochastic extensions of the fixed income models discussed in chapter 4. Two-stage and multi-stage stochastic programs extend the scenario models analysed in Chapter 5 to allow dynamic rebalancing of portfolios as time evolves and new information becomes known. Models for structuring index funds and hedging interest rate risk on international portfolios are also provided. The final chapter provides a set of case studies: models for large-scale applications of portfolio optimization, which can be used as the basis for the development of business support systems to suit any special requirements, including models for the management of participating insurance policies and personal asset allocation. The title will be a valuable guide for quantitative developers and analysts, portfolio and asset managers, investment strategists and advanced students of finance. This title provides a stable of General Algebraic Modeling System (GAMS) models which can be adapted for use for particular optimization purposes. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Edité par North Holland, 2007
ISBN 10 : 0444528024ISBN 13 : 9780444528025
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Livre
Etat : New.
Edité par Elsevier Science, 2007
ISBN 10 : 0444528024ISBN 13 : 9780444528025
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Livre impression à la demande
HRD. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Edité par Elsevier BV, 2007
ISBN 10 : 0444528024ISBN 13 : 9780444528025
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Livre impression à la demande
Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Edité par Elsevier Science, 2007
ISBN 10 : 0444528024ISBN 13 : 9780444528025
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Livre impression à la demande
HRD. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Edité par Elsevier, 2006
ISBN 10 : 0444508759ISBN 13 : 9780444508751
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Livre impression à la demande
Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Edité par North Holland, 2007
ISBN 10 : 0444528024ISBN 13 : 9780444528025
Vendeur : dsmbooks, Liverpool, Royaume-Uni
Livre
Hardcover. Etat : Like New. Like New. book.
Edité par NORTH HOLLAND, 2007
ISBN 10 : 0444528024ISBN 13 : 9780444528025
Vendeur : moluna, Greven, Allemagne
Livre
Gebunden. Etat : New. Focuses on applications and case studies in asset and liability management. This volume portrays ALM in practice which addresses the theories and methodologies behind these models. It describes and analyzes models used in banking, insurance, money managemen.
Edité par North-Holland, 2007
ISBN 10 : 044453248XISBN 13 : 9780444532480
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Livre
Hardcover. Etat : Brand New. 1147 pages. 9.25x11.75x4.00 inches. In Stock.