Optimization Methods in Financetxt,chm,pdf,epub,mobi下载 作者:Gerard Cornuejols/Reha Tutuncu 出版社: Cambridge University Press 出版年: 2007-1-8 页数: 358 定价: USD 85.00 装帧: Hardcover ISBN: 9780521861700
内容简介 · · · · · ·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 optimiza...
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 mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
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结合当下分析得也通俗明了易懂
回转曲折,坎坷不平
很有趣
听说很久,却一直没有看的一本书