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Optimization Methods in Finance

By: Pennsylvania) Cornuejols Gerard (Carnegie Mellon University (Author) , Pennsylvania) Pena Javier (Carnegie Mellon University (Author) , Reha Tutuncu (Author)

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Ksh 12,500.00

Format: Hardback or Cased Book

ISBN-13: 9781107056749

Publisher: Cambridge University Press

Publication Date: Aug 9th, 2018

Weight: 832 grams

Dimension: 24.60 x 18.10 x 2.10 cms

Category: Risk assessment

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This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical applications are woven together and enriched with worked examples, exercises, and case studies.

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