Practical Financial Optimization
Practical Financial OptimizationStavros A. Zenios
Sign up to use
Practical Financial Optimization

Practical Financial Optimization Decision Making for Financial Engineers

Sign up to use
Sign up to use
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