A graduate textbook which applies advances in optimization methods to solve practical problems in mathematical finance.
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Gerard Cornuejols is an IBM University Professor of Operations Research at theTepper School of Business, Carnegie Mellon University.
Reha Tütüncü is a Vice President in the Quantitative Resources Group at Goldman Sachs Asset Management, New York.
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Anbieter: ThriftBooks-Dallas, Dallas, TX, USA
Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Bestandsnummer des Verkäufers G0521861705I4N00
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Anbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Bestandsnummer des Verkäufers G0521861705I4N00
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Anbieter: Argosy Book Store, ABAA, ILAB, New York, NY, USA
hardcover. Zustand: fine. xx + 345 pages, 8vo, glossy printed boards. Cambridge: Cambridge University Press, (2007). A fine copy. Bestandsnummer des Verkäufers 310941
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Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Paperback. Zustand: Very Good. Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Bestandsnummer des Verkäufers GOR008735802
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Anbieter: BennettBooksLtd, San Diego, NV, USA
hardcover. Zustand: New. In shrink wrap. Looks like an interesting title! Bestandsnummer des Verkäufers Q-0521861705
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Anbieter: Toscana Books, AUSTIN, TX, USA
Hardcover. Zustand: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Bestandsnummer des Verkäufers Scanned0521861705
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