Practical Financial Optimization
Format: Hardcover
ISBN13: 9781405132008
Hardcover|9781405132008
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Overview
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
| ISBN-13 | 9781405132008 |
|---|---|
| ISBN-10 | 1405132000 |
| Weight | 2.25 Pounds |
| Dimensions | 7.90 x 1.50 x 10.00 In |
| List Price | $150.00 |
| Edition | 1st Edition |
| Format | Hardcover |
|---|---|
| Language | English |
| Pages | 432 pages |
| Publisher | Wiley-Blackwell |
| Published On | 2008-02-11 |
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