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Practical Financial Optimization: Decision Making for Financial Engineers

by Stavros A. Zenios
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Current price ₹4,151.00
Original price ₹4,618.00
Original price ₹4,618.00
Original price ₹4,618.00
(-10%)
₹4,151.00
Current price ₹4,151.00

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Book cover type: Paperback
  • ISBN13: 9781405132015
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Wiley-Blackwell
  • Publisher Imprint: Wiley-Blackwell
  • Publication Date:
  • Pages: 400
  • Original Price: GBP 36.5
  • Language: English
  • Edition: N/A
  • Item Weight: 840 grams
  • BISAC Subject(s): Finance / General

Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge. *Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of models *Analyizes real world applications and implications for financial engineers *Includes a list of models and a section on notations that includes a glossary of symbols and abbreviations

Stavros Zenios is Professor of Business and Public Administration at the University of Cyprus, Director of the HERMES European Center of Excellence on Computational Finance and Economics, and Senior Fellow at the Wharton Financial Institutions Center of the University of Pennsylvania. His previous books include Financial Optimization (1996); Parellel Optimization: Theory Algorithms, and Applications (1997); and Performance of Financial Institutions: Efficiency, Innovation, Regulation (2000).

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