Stochastic Optimization Models in Finance

Stochastic Optimization Models in Finance
Author :
Publisher : World Scientific
Total Pages : 756
Release :
ISBN-10 : 9789812568007
ISBN-13 : 981256800X
Rating : 4/5 (07 Downloads)

Book Synopsis Stochastic Optimization Models in Finance by : William T. Ziemba

Download or read book Stochastic Optimization Models in Finance written by William T. Ziemba and published by World Scientific. This book was released on 2006 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.


Stochastic Optimization Models in Finance Related Books

Stochastic Optimization Models in Finance
Language: en
Pages: 756
Authors: William T. Ziemba
Categories: Business & Economics
Type: BOOK - Published: 2006 - Publisher: World Scientific

DOWNLOAD EBOOK

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,
Stochastic Optimization Models in Finance
Language: en
Pages: 736
Authors: W. T. Ziemba
Categories: Business & Economics
Type: BOOK - Published: 2014-05-12 - Publisher: Academic Press

DOWNLOAD EBOOK

Stochastic Optimization Models in Finance focuses on the applications of stochastic optimization models in finance, with emphasis on results and methods that ca
Optimization Methods in Finance
Language: en
Pages: 358
Authors: Gerard Cornuejols
Categories: Mathematics
Type: BOOK - Published: 2006-12-21 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza
Stochastic Modeling in Economics and Finance
Language: en
Pages: 394
Authors: Jitka Dupacova
Categories: Mathematics
Type: BOOK - Published: 2005-12-30 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to b
Multistage Stochastic Optimization
Language: en
Pages: 309
Authors: Georg Ch. Pflug
Categories: Business & Economics
Type: BOOK - Published: 2014-11-12 - Publisher: Springer

DOWNLOAD EBOOK

Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other