Cargando…
Practical financial optimization : decision making for financial engineers /
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 portf...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Malden, MA :
Blackwell Pub.,
2007.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
| Sumario: | 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. |
|---|---|
| Descripción Física: | 1 online resource (xxx, 400 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 375-392) and index. |
| ISBN: | 1405132000 9781405132008 1405132019 9781405132015 |