Financial Optimization

Name: Financial Optimization
Brand: Cambridge University Press
SKU: 9780521577779
Price: 288.1 RON
Availability: InStock

Autor: Stavros A. Zenios

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Legare: Carte broșată

Editura: Cambridge University Press

Disponibilitate: În depozitul extern

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288.10 lei

The use of formal mathematical models and optimization in finance has become common practice in the...

Informații despre carte

Autor

Stavros A. Zenios

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

1996

Pagini

372

EAN

9780521577779

ISBN

0521577772

Enbook ID

02035941

Editura

Cambridge University Press

Greutate

550

Dimensiuni

152 x 229 x 21

Descriere completă

The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers present the state of the art in financial optimization, while analysts from industry discuss the latest business techniques practised by financial firms in New York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification.

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