Practical financial optimization: decision making for financial engineers
Auteur :
Zenios, Stavros A.
Éditeur :
John Wiley and Sons Ltd
ISBN :
9781405132015
Date de publication :
29 févr. 2008
Dimensions :
24,6 x 19,1 x 2,4 cm
Poids :
844 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization.