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

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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.

Related links:

Stavros A. Zenios
Finance
Finance & accounting
Economics, finance, business and industry
Blackwell Publishing Ltd

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Stavros A. Zenios
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