Optimization Methods in Finance (Mathematics, Finance and Risk) by Gerard Cornuejols ISBN 13: 9780521861700

Cambridge University Press, 2006. Hardcover. Good. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.

Cambridge: Cambridge University Press, 2007. hardcover. fine. xx + 345 pages, 8vo, glossy printed boards. Cambridge: Cambridge University Press, (2007). A fine copy.<br/> <br/>

ISBN: 9780521861700
Cambridge University press, 31 January 2007
Hard Cover, 358 pages
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,… Read More

Cambridge University Press, 2007. Hardcover. Like New. Clean and unmarked.

hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.

Cambridge University Press, 2006-12-01. Hardcover. New. New. In shrink wrap. Looks like an interesting title!

New.