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Practical Financial Optimization: Decision Making for Financial Engineers

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Practical Financial Optimization: Decision Making for Financial Engineers - Zenios, Stavros A, and Markowitz, Harry M (Foreword by)
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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 ...

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Practical Financial Optimization: Decision Making for Financial Engineers 2008, Wiley-Blackwell

ISBN-13: 9781405132015

Trade paperback

Practical Financial Optimization: Decision Making for Financial Engineers 2007, Wiley-Blackwell

ISBN-13: 9781405132008

Hardcover