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Financial Optimization

Language EnglishEnglish
Book Paperback
Book Financial Optimization Stavros A. Zenios
Libristo code: 02035941
Publishers Cambridge University Press, October 1996
The use of formal mathematical models and optimization in finance has become common practice in the... Full description
? points 137 b
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The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers present the state of the art in financial optimization, while analysts from industry discuss the latest business techniques practised by financial firms in New York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification.

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About the book

Full name Financial Optimization
Language English
Binding Book - Paperback
Date of issue 1996
Number of pages 372
EAN 9780521577779
ISBN 0521577772
Libristo code 02035941
Weight 550
Dimensions 152 x 229 x 21
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