Optimization Methods in Finance

Cornuejols, Gerard (Carnegie Mellon University, Pena, Javier (Carnegie Mellon University, Tutuncu, Reha

Omschrijving

This is a thorough treatment of optimization techniques that solve central challenges in finance. It gives a complete picture of model formulation, gathering relevant data, and computational implementation for each problem discussed. Theory and practical applications are woven together and enriched with worked examples, exercises, and case studies.
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Schrijver
Cornuejols, Gerard (Carnegie Mellon University, Pena, Javier (Carnegie Mellon University, Tutuncu, Reha
Titel
Optimization Methods in Finance
Uitgever
Cambridge University Press
Jaar
2018
Taal
Engels
Pagina's
348
Gewicht
844 gr
EAN
9781107056749
Afmetingen
254 x 177 x 22 mm
Bindwijze
Gebonden

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