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

9781405132015

ISBN-10

1405132019

Weight

1.86 Pounds

Dimensions

7.50 x 0.94 x 9.70 In

List Price

$65.00

Edition

1st Edition

Format

Paperback

Language

English

Pages

432 pages

Publisher

Wiley-Blackwell

Published On

2008-05-19



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