Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)

Cornuejols, Gerard

ISBN 10: 0521861705 / ISBN 13: 9780521861700

Verlag: Cambridge University Press, 2007

Beschreibung

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Bestandsnummer des Verkäufers Scanned0521861705

Bibliografische Details

• Titel: Optimization Methods in Finance (Mathematics, Finance and Risk, Series Number 5)
• Verlag: Cambridge University Press
• Erscheinungsjahr: 2007
• Sprache: Englisch
• ISBN-10: 0521861705
• ISBN-13: 9780521861700
• Einband: Hardcover
• Zustand: new

Über diesen Titel

Inhaltsangabe

Discusses optimization problems encountered in financial models, describes the relevant theory and efficient solution methods, and shows how to apply them to practical problems in mathematical finance. Based on a successful course at CMU, the text is class-tested and meets the need for a textbook aimed at financial applications.

Über die Autorinnen und Autoren

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.