Optimization Methods in Finance
Gerard (Carnegie Mellon University, Pennsylvania) Cornuejols, Javier (Carnegie Mellon University, Pennsylvania) Pena, Reha Tutuncu
Cambridge University Press, 2018
91,50 €On orderDelivery: 2-3 weeks
This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical applications are woven together and enriched with worked examples, exercises, and case studies.
- ISBN-13
- 9781107056749
- ISBN-10
- 1107056748
- Publisher
- Cambridge University Press
- Year
- 2018
- Publication date
- 2018-08-09
- Pages
- 348
- Dimensions
- 246x181x21
- Weight
- 832