Optimizing Optimization: The Next Generation of Optimization Applications and Theory

Stephen Satchell

ISBN 10: 0123749522 / ISBN 13: 9780123749529

Published by Elsevier, 2010

About this Item

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Bibliographic Details

• Title: Optimizing Optimization: The Next Generation of Optimization Applications and Theory
• Publisher: Elsevier
• Publication Date: 2010
• Language: English
• ISBN 10: 0123749522
• ISBN 13: 9780123749529
• Binding: Hardcover
• Edition: International Edition
• Condition: New Books

About this title

Synopsis

The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.

• Presents a unique "confrontation" between software engineers and academics
• Highlights a global view of common optimization issues
• Emphasizes the research and market challenges of optimization software while avoiding sales pitches
• Accentuates real applications, not laboratory results

About the Author

Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.