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Practical Financial Optimization: Decision Making for Financial Engineers
Stavros A. Zenios
€ 82.97
€ 69.07
FREE Delivery in Ireland
Description for Practical Financial Optimization: Decision Making for Financial Engineers
Hardback. 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.
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.
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
Product Details
Format
Hardback
Publication date
2008
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
432
Condition
New
Number of Pages
432
Place of Publication
Hoboken, United Kingdom
ISBN
9781405132008
SKU
V9781405132008
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Stavros A. Zenios
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 ... Read more
Reviews for Practical Financial Optimization: Decision Making for Financial Engineers
“This volume is both a comprehensive guide to optimization techniques useful in financial decision making and a well-illustrated essay on the relationship between theory and practice. While the real problem may always be more complex than any model of it we build, that does not necessarily imply that the largest, most complex model will serve us best. Zenios supplies the ... Read more