Nonlinear Optimization with Financial Applications
Michael Bartholomew-Biggs
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Description for Nonlinear Optimization with Financial Applications
Hardback. Introduces the key ideas behind practical nonlinear optimization. Computational finance is combined here with the study of an important class of numerical techniques. The essentials of popular algorithms are described, and their performance is demonstrated on a range of optimization problems arising in financial mathematics. Num Pages: 261 pages, biography. BIC Classification: PBW. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 243 x 159 x 21. Weight in Grams: 550.
The book introduces the key ideas behind practical nonlinear optimization. Computational finance – an increasingly popular area of mathematics degree programs – is combined here with the study of an important class of numerical techniques. The financial content of the book is designed to be relevant and interesting to specialists. However, this material – which occupies about one-third of the text – is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performance is demonstrated on a range of optimization ... Read more
Show LessProduct Details
Format
Hardback
Publication date
2005
Publisher
Springer-Verlag New York Inc. United States
Number of pages
261
Condition
New
Number of Pages
261
Place of Publication
New York, NY, United States
ISBN
9781402081101
SKU
V9781402081101
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Nonlinear Optimization with Financial Applications
From the reviews: "The book is intended for readers who have an understanding of linear algebra, and the Taylor mean value theorems in several variables. It presents numerical approaches to nonlinear optimization which typically have been applied for 30-40 years to practical problems in science and engineering. … Summing up, one could say that the ... Read more