Items related to Optimization Methods in Finance (Mathematics, Finance...
Synopsis
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
"synopsis" may belong to another edition of this title.
Book Description
This textbook discusses optimization problems encountered in financial models, describes the relevant theory and efficient solution methods, and shows how to apply them to practical problems in mathematical finance. Based on a successful course at CMU, the text is class-tested and meets the need for a textbook aimed at financial applications.
About the Author
Gerard Cornuejols is an IBM University Professor of Operations Research at theTepper School of Business, Carnegie Mellon University.
Reha Tütüncü is a Vice President in the Quantitative Resources Group at Goldman Sachs Asset Management, New York.
"About this title" may belong to another edition of this title.
- PublisherCambridge University Press
- Publication date2007
- ISBN 10 0521861705
- ISBN 13 9780521861700
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages358
- Rating
Search results for Optimization Methods in Finance (Mathematics, Finance...
Stock Image
Optimization Methods in Finance
Published by
Cambridge University Press, Cambridge, 2007
ISBN 10: 0521861705
ISBN 13: 9780521861700
Used
Hardcover
Seller: Argosy Book Store, ABAA, ILAB, New York, NY, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: fine. xx + 345 pages, 8vo, glossy printed boards. Cambridge: Cambridge University Press, (2007). A fine copy. Seller Inventory # 310941
Quantity: 1 available
Stock Image
Optimization Methods in Finance (Mathematics, Finance and Risk)
Published by
Cambridge University Press, 2007
ISBN 10: 0521861705
ISBN 13: 9780521861700
Used
Hardcover
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Seller Inventory # M00521861705-V
Quantity: 1 available
Stock Image
Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
Published by
Cambridge University Press, 2007
ISBN 10: 0521861705
ISBN 13: 9780521861700
Used
Hardcover
Seller: Grumpys Fine Books, Tijeras, NM, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: very good. little wear and tear. Seller Inventory # Grumpy0521861705
Quantity: 1 available
Seller Image
Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
Published by
Cambridge University Press, 2007
ISBN 10: 0521861705
ISBN 13: 9780521861700
Used
Hardcover
Seller: WeBuyBooks, Rossendale, LANCS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind. Seller Inventory # wbs4683382678
Quantity: 1 available
Stock Image
Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
Published by
Cambridge University Press, 2007
ISBN 10: 0521861705
ISBN 13: 9780521861700
New
Hardcover
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-0521861705
Quantity: 1 available
Stock Image
Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
Published by
Cambridge University Press, 2007
ISBN 10: 0521861705
ISBN 13: 9780521861700
New
Hardcover
Seller: Grumpys Fine Books, Tijeras, NM, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Prompt service guaranteed. Seller Inventory # Clean0521861705
Quantity: 1 available