Practical Financial Optimization : Decision Making for Financial Engineers
Book Details
Format
Paperback / Softback
ISBN-10
1405132019
ISBN-13
9781405132015
Publisher
John Wiley and Sons Ltd
Imprint
Wiley-Blackwell
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 29th, 2008
Print length
432 Pages
Weight
830 grams
Dimensions
24.40 x 18.90 x 2.40 cms
Product Classification:
FinanceOptimization
Ksh 6,900.00
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This book gives a comprehensive account of financial optimization models 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.
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