Optimization Methods in Finance, 2nd Edition

Optimization Methods in Finance, 2nd  Edition

English | 2018 | ISBN: 1107056748 | 348 Pages | PDF | 10.8 MB

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. It discusses some classical mean-variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean-variance optimization, multi-period models, and additional material to highlight the relevance to finance.



[Fast Download] Optimization Methods in Finance, 2nd Edition

Related eBooks:
Studies on China`s Special Economic Zones 2
Digital Economy. Emerging Technologies and Business Innovation: 4th International Conference, ICDEc
Neoliberal Urbanism, Contested Cities and Housing in Asia
Microeconomics,, 16th Canadian Edition
An Introduction to R for Quantitative Economics: Graphing, Simulating and Computing
Retire Before Mom and Dad: The Simple Numbers Behind A Lifetime of Financial Freedom
The Return of Depression Economics and the Crisis of 2008
Resource Booms and Institutional Pathways: The Case of the Extractive Industry in Peru
The Ultimate Scholarship Book 2010: Billions of Dollars in Scholarships, Grants and Prizes
Coastal Water Bodies: Nature and Culture Conflicts in the Mediterranean
The Vanishing American Corporation: Navigating the Hazards of a New Economy
The Economics of International Transfers
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.