Share
Optimization Methods in Finance (Mathematics, Finance and Risk) (in English)
Javier Peña
(Author)
·
Gérard Cornuéjols
(Author)
·
Reha Tütüncü
(Author)
·
Cambridge University Press
· Hardcover
Optimization Methods in Finance (Mathematics, Finance and Risk) (in English) - Cornuéjols, Gérard ; Peña, Javier ; Tütüncü, Reha
$ 60.55
$ 71.99
You save: $ 11.44
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My WishlistsIt will be shipped from our warehouse between
Wednesday, June 05 and
Thursday, June 06.
You will receive it anywhere in United States between 1 and 3 business days after shipment.
Synopsis "Optimization Methods in Finance (Mathematics, Finance and Risk) (in English)"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
✓ Producto agregado correctamente al carro, Ir a Pagar.
