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Practical Financial Optimization: Decision Making for Financial Engineers
Publisher: John Wiley & Sons
Pub. Date: February 19, 2008
Print ISBN: 978-1-405-13200-8
Web ISBN: 1-405132-00-0
Pages in Print Edition: 432
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Overview
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 list of models and a section on notations that includes a glossary of symbols and abbreviations
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Table of Contents
