Stochastic Optimization Models in Finance - Hardcover

 
9780127808505: Stochastic Optimization Models in Finance

Synopsis

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.

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Other Popular Editions of the Same Title

9781483248813: Stochastic Optimization Models in Finance

Featured Edition

ISBN 10:  148324881X ISBN 13:  9781483248813
Publisher: Academic Press, 2014
Softcover