Practical Financial Optimization: Decision Making for Financial EngineersISBN: 978-1-4051-3200-8
Hardcover
432 pages
February 2008, Wiley-Blackwell
This price is valid for United States. Change location to view local pricing and availability. ![]() Other Available Formats: Paperback
|
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
Buy Both and Save 25%!
Practical Financial Optimization: Decision Making for Financial Engineers (US $140.00)
-and- Practical Financial Optimization: A Library of GAMS Models (US $100.00)
Total List Price: US $240.00
Discounted Price: US $180.00 (Save: US $60.00)

