| Practical Financial Optimization: Decision Making for Financial Engineers |  | Author: Stavros A. Zenios
Publisher: Wiley-Blackwell
List Price: $49.95
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Media: Paperback
Pages: 432
Number Of Items: 1
Shipping Weight (lbs): 1.9
Dimensions (in): 9.6 x 7.5 x 1
ISBN: 1405132019
Dewey Decimal Number: 658.155
EAN: 9781405132015
ASIN: 1405132019
Publication Date: May 18, 2007
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Product Description
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
Book Description
This book gives a comprehensive account of financial optimization models as used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization. As the story unfolds the relationships between classes of models are revealed. Once the foundations are laid with several building blocks, and the broad landscape of financial optimization is charted, the book moves on to analyze several real-world applications. In this way the reader acquires not only solid knowledge of the foundations of financial optimization, but also a taste for the large-scale models that can be grounded on these foundations.
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