[PDF.04sf] Optimization Methods in Finance (Mathematics, Finance and Risk)

Optimization Methods in Finance (Mathematics, Finance and Risk)

[PDF.vh54] Optimization Methods in Finance (Mathematics, Finance and Risk)

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 | #1318644 in eBooks |  2006-12-21 |  2006-12-21 | File type: PDF

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||1 of 1 people found the following review helpful.| Useful book for self-study|By J. Th van der Peet|As a retired practioner of quantitative finance who also programs the applications himself in Visual Basic, C++ and Java, it is often difficult to find useful books that are not only of importance for theorists but also for practioners. Cornejols'and Tütüncü's book fills this gap. I agree with a comment above that| |"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."<

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematic...

You easily download any file type for your device.Optimization Methods in Finance (Mathematics, Finance and Risk)   |  Gerard Cornuejols, Reha Tütüncü. I was recommended this book by a dear friend of mine.

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