Książka Financial Optimization Stavros A. Zenios

Financial Optimization

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 9-15 dni
222.25
The use of formal mathematical models and optimization in finance has become common practice in the...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
1996
strony
372
EAN
9780521577779
ISBN
0521577772
Enbook ID
02035941
Waga
550
Wymiary
152 x 229 x 21

Pełny opis

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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