Optimization Methods in Finance (Mathematics, Finance and Risk)

Description: Optimization Methods in Finance (Mathematics, Finance and Risk) [Hardcover] Cornu�jols, G�rard; Pe�a, Javier and T�t�nc�, Reha Product Overview Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean–variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean–variance optimization, multi-period models, and additional material to highlight the relevance to finance. Read more Details Publisher ‏ : ‎ Cambridge University Press; 2nd edition (September 20, 2018) Language ‏ : ‎ English Hardcover ‏ : ‎ 348 pages ISBN-10 ‏ : ‎ 9 ISBN-13 ‏ : ‎ 49 Item Weight ‏ : ‎ 1.85 pounds Dimensions ‏ : ‎ 7 x 1 x 9.75 inches Best Sellers Rank: #1,242,407 in Books (See Top 100 in Books) #429 in Business Finance #1,220 in Economics (Books) #2,685 in Mathematics (Books) We have been selling used books since 2012, and we've learned that the most important thing is doing good business. Honesty is our policy. Free Shipping We ship worldwide. We have multiple warehouses around the world, so please note the extended handling time on certain listings.

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