Practical financial optimization : decision making for financial engineers

Format:

Book

Author/Creator:

Zenios, Stavros Andrea, Author.

Language:

English

Subjects (All):

Financial engineering--Mathematical models.

Financial engineering.

Finance.

Mathematical optimization.

Physical Description:

1 online resource (xxx, 400 p.) : ill.

Edition:

1st edition

Other Title:

Decision making for financial engineers

Place of Publication:

[Place of publication not identified] Blackwell Pub 2007

Language Note:

English

System Details:

text file

Summary:

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

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. [375]-392) and index.

OCLC:

795233491