Optimization Methods in Finance (English, Gérard Cornuéjols | Javier Peña | Reha Tütüncü)

Name: Optimization Methods in Finance (English, Gérard Cornuéjols | Javier Peña | Reha Tütüncü)
SKU: isbn-9781107056749
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ISBN: 9781107056749

By Gérard Cornuéjols | Javier Peña | Reha TütüncüCambridge University Press

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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 t…

ISBN: 9781107056749

Book Specifications

ISBN-13	9781107056749
ISBN-10	1107056748
Publisher	Cambridge University Press
Category	Finance

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Optimization Methods in Finance (English, Gérard Cornuéjols | Javier Peña | Reha Tütüncü)

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