Verwandte Artikel zu Optimization Methods in Finance (Mathematics, Finance...
Inhaltsangabe
This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical applications are woven together and enriched with worked examples, exercises, and case studies.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Críticas
Review of first edition: 'This book will be useful as a textbook for students in financial engineering at the MS level. ... The book will also be of interest to researchers and graduate students in optimization who are interested in applications of optimization to financial problems.' Brian Borchers, Journal of Online Mathematics and its Applications
Review of first edition: 'This book would certainly appeal to someone with a mathematical background, perhaps in operations research, wishing to update and apply their knowledge to the financial world.' Mathematics TODAY
Review of first edition: 'Until now, there has been no comprehensive optimization book aimed at quantitative analysts in the financial industry. The book by Cornuejols and Tutuncu fills this void ... an excellent source for quantitative financial analysts and graduate students to learn about basic optimization theory, computational methods, and available software. At the same time, it can be used by academic researchers and students in optimization as an introduction to various interesting problems in financial applications.' International Review of Economics & Finance
Reseña del editor
Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean–variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean–variance optimization, multi-period models, and additional material to highlight the relevance to finance.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagCambridge University Press
- Erscheinungsdatum2018
- ISBN 10 1107056748
- ISBN 13 9781107056749
- EinbandTapa dura
- SpracheEnglisch
- Auflage2
- Anzahl der Seiten350
Gebraucht kaufen
Zustand: Sehr gutGebraucht - Sehr gut Leichte Lagerspuren...
Diesen Artikel anzeigen
EUR 5,49
EUR 17,13 für den Versand von Deutschland nach USA
Versandziele, Kosten & DauerNeu kaufen
Diesen Artikel anzeigen
EUR 64,16
EUR 14,11 für den Versand von Vereinigtes Königreich nach USA
Versandziele, Kosten & DauerSuchergebnisse für Optimization Methods in Finance (Mathematics, Finance...
Foto des Verkäufers
Optimization Methods in Finance (Mathematics, Finance and Risk)
Verlag:
Cambridge University Pr., 2018
ISBN 10: 1107056748
ISBN 13: 9781107056749
Gebraucht
Hardcover
Anbieter: Rheinberg-Buch Andreas Meier eK, Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Gebunden. Zustand: Sehr gut. Gebraucht - Sehr gut Leichte Lagerspuren -Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean-variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean-variance optimization, multi-period models, and additional material to highlight the relevance to finance. 350 pp. Englisch. Artikel-Nr. INF1001423398
Anzahl: 6 verfügbar
Beispielbild für diese ISBN
Optimization Methods in Finance (Mathematics, Finance and Risk)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9781107056749_new
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Optimization Methods in Finance
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean-variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean-variance optimization, multi-period models, and additional material to highlight the relevance to finance. Artikel-Nr. 9781107056749
Anzahl: 2 verfügbar
Foto des Verkäufers
Optimization Methods in Finance
Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Gebunden. Zustand: New. This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical ap. Artikel-Nr. 235193018
Anzahl: 2 verfügbar