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Financial optimization / edited by Stavros A. Zenios.
LIBRA HG174 .F525 1993
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Lippincott Library - Reserve Desk HG174 .F525 1993
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- Format:
- Book
- Language:
- English
- Subjects (All):
- Finance--Mathematical models--Congresses.
- Finance.
- Finance--Mathematical models.
- Mathematical optimization--Congresses.
- Mathematical optimization.
- Genre:
- Conference papers and proceedings.
- Physical Description:
- xvii, 350 pages : illustrations ; 23 cm
- Place of Publication:
- Cambridge ; New York : Cambridge University Press, 1993.
- Summary:
- The book covers a wide range of topics: portfolio management of equities and fixed-income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification. Standard models are presented and analysed, and the problem of portfolio management under uncertainty is examined. Key issues are analysed, mathematical models proposed, and current practices are reviewed and evaluated.
- Notes:
- "Proceedings of a conference held at the Wharton School, University of Pennsylvania, Philadelphia, USA, November, 1989"--P.
- Includes bibliographical references and index.
- ISBN:
- 0521577772
- 0521419050
- OCLC:
- 24954361
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