{"product_id":"nonlinear-optimization-with-financial-applications-9781402081101","title":"Nonlinear Optimization with Financial Applications","description":"\u003cp\u003e • Author(s): Michael Bartholomew-Biggs\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Linear \u0026amp; Nonlinear Programming\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e - The book introduces the key ideas behind practical nonlinear optimization. \u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e - Computational finance--an increasingly popular area of mathematics degree programmes--is combined here with the study of an important class of numerical techniques. \u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e - The financial content of the book is designed to be relevant and interesting to specialists. However, this material--which occupies about one-third of the text--is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. \u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e - The essentials of most currently popular algorithms are described and their performance is demonstrated on a range of optimization problems arising in financial mathematics.\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e - Theoretical convergence properties of methods are stated and formal proofs are provided in enough cases to be instructive rather than overwhelming.\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e - Practical behaviour of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs.\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e - Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes).\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e \u003cp\u003e - The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision.\u003c\/p\u003e \u003cp\u003e\u003cem\u003eAudience\u003c\/em\u003e\u003c\/p\u003e \u003cp\u003eThe book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization.\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Hardcover","offer_id":45273747128471,"sku":"9781402081101","price":7277.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781402081101.webp?v=1769237479","url":"https:\/\/atlanticbooks.com\/products\/nonlinear-optimization-with-financial-applications-9781402081101","provider":"Atlantic Books","version":"1.0","type":"link"}