| Description |
1 online resource (xxx, 400 pages) : illustrations |
|
text file |
| Bibliography |
Includes bibliographical references (pages 375-392) and index. |
| Language |
English. |
| 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. |
| Subject |
Financial engineering.
|
|
Finance -- Mathematical models.
|
|
Mathematical optimization.
|
|
Financial engineering -- Mathematical models.
|
|
Finance.
|
|
Ingénierie financière -- Modèles mathématiques. |
|
Finances. |
|
Optimisation mathématique. |
|
Ingénierie financière. |
|
Finances -- Modèles mathématiques. |
|
finance. |
|
Finance |
|
Finance -- Mathematical models |
|
Financial engineering |
|
Mathematical optimization |
| Added Title |
Decision making for financial engineers |
| Other Form: |
Print version: Zenios, Stavros Andrea. Practical financial optimization. Malden, MA ; Oxford : Blackwell Pub., 2007 1405132000 (DLC) 2006025668 (OCoLC)70921389 |
| ISBN |
(hbk.) |
|
1405132000 (hbk.) |
|
9781405132008 |
|
1405132019 (pbk.) |
|
9781405132015 (pbk.) |
|
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