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Practical Financial Optimization - 9781405132008

Un libro in lingua di Zenios Stavros A. edito da Blackwell Pub, 2005

  • € 140.00
  • Il prezzo è variabile in funzione del cambio della valuta d’origine

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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