Optimization Methods in Finance
«Review of first edition: 'This book will be useful as a textbook for students in financial engineering at the MS level. … The book will also be of interest to researchers and graduate students in optimization who are interested in applications of optimization to financial problems.' Brian Borchers, Journal of Online Mathematics and its Applications»
Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. Les mer
Detaljer
- Forlag
- Cambridge University Press
- Innbinding
- Innbundet
- Språk
- Engelsk
- ISBN
- 9781107056749
- Utgave
- 2. utg.
- Utgivelsesår
- 2018
- Format
- 25 x 18 cm
Anmeldelser
«Review of first edition: 'This book will be useful as a textbook for students in financial engineering at the MS level. … The book will also be of interest to researchers and graduate students in optimization who are interested in applications of optimization to financial problems.' Brian Borchers, Journal of Online Mathematics and its Applications»
«Review of first edition: 'This book would certainly appeal to someone with a mathematical background, perhaps in operations research, wishing to update and apply their knowledge to the financial world.' Mathematics TODAY»
«Review of first edition: 'Until now, there has been no comprehensive optimization book aimed at quantitative analysts in the financial industry. The book by Cornuejols and Tutuncu fills this void … an excellent source for quantitative financial analysts and graduate students to learn about basic optimization theory, computational methods, and available software. At the same time, it can be used by academic researchers and students in optimization as an introduction to various interesting problems in financial applications.' International Review of Economics & Finance»