Sprache: Englisch
Verlag: Cambridge University Press, 2018
ISBN 10: 1107056748 ISBN 13: 9781107056749
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 75,28
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In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: Cambridge University Press, 2018
ISBN 10: 1107056748 ISBN 13: 9781107056749
Anbieter: Kennys Bookstore, Olney, MD, USA
EUR 102,80
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. 2018. 2nd Edition. Hardcover. . . . . . Books ship from the US and Ireland.
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In den WarenkorbHardcover. Zustand: Brand New. 2nd edition. 337 pages. 9.75x7.00x1.00 inches. In Stock.
Sprache: Englisch
Verlag: Cambridge University Press, 2018
ISBN 10: 1107056748 ISBN 13: 9781107056749
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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.