Practical Financial Optimization
Stavros A. (University of Cyprus) Zenios
John Wiley and Sons Ltd, 2008
58,25 €On orderDelivery: 2-3 weeks
This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization.
- ISBN-13
- 9781405132015
- ISBN-10
- 1405132019
- Publisher
- John Wiley and Sons Ltd
- Year
- 2008
- Publication date
- 2008-02-29
- Pages
- 432
- Dimensions
- 244x189x24
- Weight
- 830