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...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
[Place of publication not identified]
Blackwell Pub
2007
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| Edición: | 1st edition |
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628383506719 |
| 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 |
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| Notas: | Bibliographic Level Mode of Issuance: Monograph |
| Descripción Física: | 1 online resource (xxx, 400 p.) : ill |
| Bibliografía: | Includes bibliographical references (p. [375]-392) and index. |
