Practical Financial Optimization

Decision Making for Financial Engineers

von Stavros A Zenios

432 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge. - Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of models - Analyizes real world applications and implications for financial engineers - Includes a list of models and a section on notations that includes a glossary of symbols and abbreviations