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 Identifiers
Publisher
John Wiley and Sons Ltd
ISBN-13
9781405132008
eBay Product ID (ePID)
95590568
Product Key Features
Author
Stavros A. Zenios
Publication Name
Practical Financial Optimization: Decision Making for Financial Engineers