Könyv Financial Optimization Stavros A. Zenios

Financial Optimization

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 9-15 napon belül
19 973 Ft
The use of formal mathematical models and optimization in finance has become common practice in the...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
1996
oldal
372
EAN
9780521577779
ISBN
0521577772
Enbook ID
02035941
Súly
550
Méretek
152 x 229 x 21

Teljes leírás

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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