Practical Financial Optimization

Practical Financial Optimization
Author :
Publisher : Wiley-Blackwell
Total Pages : 432
Release :
ISBN-10 : 1405132000
ISBN-13 : 9781405132008
Rating : 4/5 (00 Downloads)

Book Synopsis Practical Financial Optimization by : Stavros A. Zenios

Download or read book Practical Financial Optimization written by Stavros A. Zenios and published by Wiley-Blackwell. This book was released on 2008-02-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


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