Stochastic Optimization Models in Finance (2006 Edition)

756 Seiten, Hardcover

Kurzbeschreibung des Verlags

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It 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.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.

• ISBN: 9789812568007
• Sprache: Englisch
• Erscheinungsdatum: 12.09.2006
• Größe: 228 x 163 mm
• Verlag: World Scientific Publishing Company
• Herausgegeben von: Raymond G Vickson, William T Ziemba