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Practical financial optimization : decision making for financial engineers / Stavros A. Zenios

Author
Zenios, Stavros Andrea
Additional Titles
Decision making for financial engineers
Published
Malden, MA : Blackwell Pub., 2007.
Physical Description
1 online resource (xxx, 400 pages) : illustrations
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Language Note
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(s)
Genre(s)
ISBN
9781405132008 (hbk.)
1405132000 (hbk.)
9781405132008
1405132019 (pbk.)
9781405132015 (pbk.)
Digital File Characteristics
text file
Bibliography Note
Includes bibliographical references (pages 375-392) and index.
View MARC record | catkey: 37425150