Optimization methods in finance
Auteur :
Cornuéjols, Gérard / Peña, Javier / Tütüncü, Reha
Éditeur :
Cambridge University Press
ISBN :
9781107056749
Date de publication :
9 août 2018
Dimensions :
25,3 x 17,8 x 2,1 cm
Poids :
830 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical applications are woven together and enriched with worked examples, exercises, and case studies.