Practical financial optimization
decision making for financial engineers
- ISBN: 9781405132015
- Editorial: Blackwell Publishing
- Fecha de la edición: 2008
- Lugar de la edición: Oxford. Reino Unido
- Encuadernación: Rústica
- Medidas: 23 cm
- Nº Pág.: 397
- Idiomas: Inglés
"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. It 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. It analyzes real world applications and implications for financial engineers. It includes a list of models and a section on notations that includes a glossary of symbols and abbreviations.