Stochastic optimization models in finance (2006 edition)
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812568007
Date de publication :
12 sept. 2006
Langue :
Anglais
Pays d'origine :
Singapour
Talks about the portfolio theory and investment. This book contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.