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.
"Sinopsis" puede pertenecer a otra edición de este libro.
Stavros A. Zenios is Professor of Business and Public Administration at the University of Cyprus, Director of the HERMES European Center of Excellence on Computational Finance and Economics, and Senior Fellow at the Wharton Financial Institutions Center of the University of Pennsylvania. His previous books include Financial Optimization (1996); Parellel Optimization: Theory, Algorithms, and Applications (1997); and Performance of Financial Institutions: Efficiency, Innovation, Regulation (2000).
This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization.
As the story unfolds, the relationships between classes of models are revealed. Once the foundations are laid with several building blocks and the broad landscape of financial optimization is charted, the book moves on to analyze several real-world applications. In this way the reader acquires not only solid knowledge of the foundations of financial optimization, but also a taste for the large-scale models that can be grounded on these foundations. The math prerequisite is optimization with matrix algebra.
This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization.
As the story unfolds, the relationships between classes of models are revealed. Once the foundations are laid with several building blocks and the broad landscape of financial optimization is charted, the book moves on to analyze several real-world applications. In this way the reader acquires not only solid knowledge of the fountains of financial optimization, but also a taste for the large-scale models that can be grounded on these foundations. The math prerequisite is optimization with matrix algebra.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 17,09 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoEUR 4,92 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envíoLibrería: PBShop.store UK, Fairford, GLOS, Reino Unido
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: FW-9781405132008
Cantidad disponible: 15 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 3365934-n
Cantidad disponible: Más de 20 disponibles
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In. Nº de ref. del artículo: ria9781405132008_new
Cantidad disponible: Más de 20 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 3365934
Cantidad disponible: Más de 20 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 3365934
Cantidad disponible: Más de 20 disponibles
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Hardback. Condición: New. New copy - Usually dispatched within 4 working days. 1048. Nº de ref. del artículo: B9781405132008
Cantidad disponible: Más de 20 disponibles
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condición: New. This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization. Num Pages: 432 pages, 75 illustrations. BIC Classification: KFF; PBU. Category: (P) Professional & Vocational. Dimension: 252 x 196 x 37. Weight in Grams: 1006. . 2008. 1st Edition. Hardcover. . . . . Nº de ref. del artículo: V9781405132008
Cantidad disponible: Más de 20 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 3365934-n
Cantidad disponible: Más de 20 disponibles
Librería: moluna, Greven, Alemania
Condición: New. Stavros A. Zenios is Professor of Business and Public Administration at the University of Cyprus, Director of the HERMES European Center of Excellence on Computational Finance and Economics, and Senior Fellow at the Wharton Financial Institutions Center of . Nº de ref. del artículo: 556576970
Cantidad disponible: Más de 20 disponibles
Librería: Majestic Books, Hounslow, Reino Unido
Condición: New. pp. 432. Nº de ref. del artículo: 7451944
Cantidad disponible: 3 disponibles