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Stochastic Optimization Models in Finance.
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific Publishing Company,
2006.
|
| Edición: | 2006th ed. |
| Colección: | World Scientific handbook in financial economic series.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Ziemba, W. T. | |
| 245 | 1 | 0 | |a Stochastic Optimization Models in Finance. |
| 250 | |a 2006th ed. | ||
| 260 | |a Singapore : |b World Scientific Publishing Company, |c 2006. | ||
| 300 | |a 1 online resource (756 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a World Scientific Handbook in Financial Economics Series | |
| 588 | 0 | |a Print version record. | |
| 520 | |a 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. Sample Chapter(s). Chapter 1: Expected Utility Theory (373 KB). Contents: Mathematical Tools: Expected Utility Theory; Conv. | ||
| 505 | 0 | |a Preface and Brief Notes to the 2006 Edition ; Preface in 1975 Edition ; Acknowledgments ; PART I. MATHEMATICAL TOOLS; Introduction ; 1. Expected Utility Theory ; 2. Convexity and the Kuhn Tucker Conditions ; 3. Dynamic Programming ; Computational and Review Exercises. | |
| 505 | 8 | |a Mind-Expanding Exercises PART II. QUALITATIVE ECONOMIC RESULTS ; Introduction ; 1. Stochastic Dominance ; 2. Measures of Risk Aversion ; 3. Separation Theorems ; Computational and Review Exercises ; Mind-Expanding Exercises ; PART III. STATIC PORTFOLIO SELECTION MODELS. | |
| 505 | 8 | |a Introduction 1. Mean-Variance and Safety First Approaches and Their Extensions ; 2. Existence and Diversification of Optimal Portfolio Policies ; 3. Effects of Taxes on Risk Taking ; Computational and Review Exercises ; Mind-Expanding Exercises. | |
| 505 | 8 | |a PART IV. DYNAMIC MODELS REDUCIBLE TO STATIC MODELS Introduction ; 1. Models That Have a Single Decision Point ; 2. Risk Aversion over Time Implies Static Risk Aversion ; 3. Myopic Portfolio Policies ; Computational and Review Exercises ; Mind-Expanding Exercises. | |
| 505 | 8 | |a PART V. DYNAMIC MODELS Introduction ; 1. Two-Period Consumption Models and Portfolio Revision ; 2. Models of Optimal Capital Accumulation and Portfolio Selection ; 3. Models of Option Strategy ; 4. The Capital Growth Criterion and Continuous-Time Models. | |
| 504 | |a Includes bibliographical references and index. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 6 | |a Finances. | |
| 650 | 6 | |a Optimisation mathématique. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a finance. |2 aat | |
| 650 | 7 | |a Finance |2 fast | |
| 650 | 7 | |a Mathematical optimization |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 700 | 1 | |a Vickson, Raymond G. | |
| 758 | |i has work: |a Stochastic optimization models in finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGDy9wfjp7gR6hTP3wKcfq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |z 9789812568007 |
| 830 | 0 | |a World Scientific handbook in financial economic series. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1679671 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1679671 | ||
| 994 | |a 92 |b IZTAP | ||