Items related to Optimization Methods in Finance (Mathematics, Finance...
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.
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
- Edition number1
- Number of pages358
- Rating
Buy New
Learn more about this copy
US$ 67.59
Shipping:
US$ 4.00
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
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
Quantity: 1
Seller:
Rating
Book Description Hardcover. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_0521861705
Buy New
US$ 67.59
Convert currency
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
Quantity: 1
Seller:
Rating
Book Description Hardcover. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # think0521861705
Buy New
US$ 68.02
Convert currency
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
Quantity: 1
Seller:
Rating
Book Description Condition: new. Seller Inventory # FrontCover0521861705
Buy New
US$ 67.97
Convert currency
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
Quantity: 1
Seller:
Rating
Book Description Hardcover. Condition: new. Brand New Copy. Seller Inventory # BBB_new0521861705
Buy New
US$ 73.88
Convert currency
Stock Image
OPTIMIZATION METHODS IN FINANCE
Published by
Cambridge University Press
(2007)
ISBN 10: 0521861705
ISBN 13: 9780521861700
New
Hardcover
Quantity: 1
Seller:
Rating
Book Description Condition: New. New. In shrink wrap. Looks like an interesting title! 1.68. Seller Inventory # Q-0521861705
Buy New
US$ 85.04
Convert currency
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
Quantity: 1
Seller:
Rating
Book Description Hardcover. Condition: new. Buy for Great customer experience. Seller Inventory # GoldenDragon0521861705
Buy New
US$ 87.36
Convert currency
Stock Image
Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
Published by
Cambridge University Press
(2006)
ISBN 10: 0521861705
ISBN 13: 9780521861700
New
Hardcover
Quantity: 2
Seller:
Rating
Book Description Hardcover. Condition: New. Brand New!. Seller Inventory # VIB0521861705
Buy New
US$ 110.83
Convert currency
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
New
Hardcover
Quantity: 1
Seller:
Rating
Book Description Condition: new. 1. Book is in NEW condition. Satisfaction Guaranteed! Fast Customer Service!!. Seller Inventory # PSN0521861705
Buy New
US$ 205.79
Convert currency
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
Quantity: 1
Seller:
Rating
Book Description Hardcover. Condition: new. New. Seller Inventory # Wizard0521861705
Buy New
US$ 253.12
Convert currency