Zenios Stavros A.:
Practical Financial Optimization
Decision Making For Financial Engineers
Blackwell Publishing Ltd (United Kingdom), 2008
Paperback, 432 pages
Size: 246x192 mm
ISBN: 9781405132015
ISBN-10: 1405132019
List price: £34.99
You save: 30%
Practical Financial Optimization
Gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. This work starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization.

