Practical Financial Optimization: Decision Making for Financial Engineers - Zenios, Stavros A. (University of Cyprus) - Books - John Wiley and Sons Ltd - 9781405132015 - February 29, 2008
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Zenios, Stavros A. (University of Cyprus)
Practical Financial Optimization: Decision Making for Financial Engineers

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This book gives a comprehensive account of financial optimization models used to support decision-making for financial engineers. It 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.

432 pages, 75 illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 29, 2008
ISBN13 9781405132015
Publishers John Wiley and Sons Ltd
Pages 432
Dimensions 189 × 244 × 24 mm   ·   830 g

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