Name: Optimization Methods in Finance (Mathematics, Finance and Risk) (en Inglés)
Price: 375215.00 COP
Availability: InStock
Author: Cornuéjols, Gérard ; Peña, Javier ; Tütüncü, Reha
ISBN: 9781107056749

portada Optimization Methods in Finance (Mathematics, Finance and Risk) (en Inglés)

Optimization Methods in Finance (Mathematics, Finance and Risk) (en Inglés)

Formato

Libro Físico

Autor

Javier Peña

Gérard Cornuéjols

Reha Tütüncü

Editorial

Cambridge University Press

Año

2018

Idioma

Inglés

N° páginas

348

Encuadernación

Tapa Dura

Dimensiones

25.3 x 17.8 x 2.1 cm

Peso

0.83 kg.

ISBN13

9781107056749

N° edición

0002

Categorías

Finanzas
Matemáticas aplicadas

Optimization Methods in Finance (Mathematics, Finance and Risk) (en Inglés)

Javier Peña (Autor) · Gérard Cornuéjols (Autor) · Reha Tütüncü (Autor) · Cambridge University Press · Tapa Dura

Libro Nuevo Importado

Envío: 11 a 15 días háb.

$ 625.358$ 375.215

-40%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan más de 100 unidades

$ 375.215

¡Envío Gratis! Llega entre el 06 Jul y el 13 Jul a Bogota, Cundinamarca. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Optimization Methods in Finance (Mathematics, Finance and Risk) (en Inglés)"

Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean-variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean-variance optimization, multi-period models, and additional material to highlight the relevance to finance.