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Financial Optimization
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Financial Optimization Paperback - 1996

by Stavros a. Zenios (Editor)


From the publisher

The use of mathematical models in financial management is today common business practice. The state of the art is constantly being advanced by academia and refined by industry. This book achieves two objectives. First, it brings together the (apparently) diverse fields of finance and management science/operations research. It presents a variety of techniques used in complex problems for financial management: optimization, simulation, stochastic programming and supercomputing. Second, it links current industrial practices with academic research to a degree unparalleled by any previous publication in the field.

First line

Since the early seventies the domain of financial operations witnessed a significant transformation.

From the rear cover

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. Standard models are presented and analysed, and the problem of portfolio management under uncertainty is examined. Key issues are analysed, mathematical models proposed, and current practices are reviewed and evaluated.

Details

  • Title Financial Optimization
  • Author Stavros a. Zenios (Editor)
  • Binding Paperback
  • Edition 1st
  • Pages 372
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Cambridge
  • Date 1996-10-28
  • ISBN 9780521577779 / 0521577772
  • Weight 1.23 lbs (0.56 kg)
  • Dimensions 9.12 x 5.94 x 0.93 in (23.16 x 15.09 x 2.36 cm)
  • Dewey Decimal Code 332.01
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Financial Optimization
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Financial Optimization

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Financial Optimization
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Financial Optimization

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Financial Optimization
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Financial Optimization
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Financial Optimization

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Financial Optimization

Financial Optimization

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Paperback / softback. New. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers and analysts cover financial optimization and business techniques, ranging from portfolio management of equities and fixed income investments, to models for risk-management and diversification.
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Financial Optimization
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Financial Optimization

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FINANCIAL OPTIMIZATION

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