Practical Financial Optimization
Download or Read eBook Practical Financial Optimization PDF written by Stavros A. Zenios and published by Wiley-Blackwell. This book was released on 2008-02-11 with total page 432 pages. Available in PDF, EPUB and Kindle.
| Author | : Stavros A. Zenios |
| Publisher | : Wiley-Blackwell |
| Total Pages | : 432 |
| Release | : 2008-02-11 |
| ISBN-10 | : 1405132000 |
| ISBN-13 | : 9781405132008 |
| Rating | : 4/5 (00 Downloads) |
Book Synopsis Practical Financial Optimization by : Stavros A. Zenios
Book excerpt: 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
