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Optimization Methods in Finance
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Type: BOOK - Published: 2006-12-21 - Publisher: Cambridge University Press

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Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza
Financial Optimization
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Authors: Stavros A. Zenios
Categories: Business & Economics
Type: BOOK - Published: 1993 - Publisher: Cambridge University Press

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The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting sym
Stochastic Optimization Models in Finance
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Type: BOOK - Published: 2006 - Publisher: World Scientific

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A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,
Financial Risk Modelling and Portfolio Optimization with R
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Type: BOOK - Published: 2012-11-05 - Publisher: John Wiley & Sons

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Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enabl
Practical Financial Optimization
Language: en
Pages: 432
Authors: Stavros A. Zenios
Categories: Business & Economics
Type: BOOK - Published: 2008-02-11 - Publisher: Wiley-Blackwell

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Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship betwee