Financial Optimization

Name: Financial Optimization
Brand: Cambridge University Press
SKU: 9780521577779
Price: 1210 CZK
Availability: InStock

Autor: Stavros A. Zenios

Jazyk:

Vazba: Brožovaná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

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The use of formal mathematical models and optimization in finance has become common practice in the...

Informace o knize

Autor

Stavros A. Zenios

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

1996

Stránek

372

EAN

9780521577779

ISBN

0521577772

Enbook ID

02035941

Vydavatel

Cambridge University Press

Hmotnost

550

Rozměry

152 x 229 x 21

Kompletní popis

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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