Financial Optimization - Softcover

 
9780521577779: Financial Optimization

Synopsis

The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers present the state of the art in financial optimization, while analysts from industry discuss the latest business techniques practised by financial firms in New York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification.

"synopsis" may belong to another edition of this title.

From the Back Cover

The book covers a wide range of topics: portfolio management of equities and fixed-income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification. Standard models are presented and analysed, and the problem of portfolio management under uncertainty is examined. Key issues are analysed, mathematical models proposed, and current practices are reviewed and evaluated.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780521419055: Financial Optimization

Featured Edition

ISBN 10:  0521419050 ISBN 13:  9780521419055
Publisher: Cambridge University Press, 1993
Hardcover