Practical Financial Optimization: Decision Making for Financial Engineers

by StavrosA.Zenios (Author), HarryM.Markowitz (Foreword)

• New

  Hardcover
  2008

  $82.85

  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.