
Optimization Methods in Finance (English, Gérard Cornuéjols | Javier Peña | Reha Tütüncü)
by Gérard Cornuéjols | Javier Peña | Reha Tütüncü
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781107056749
ISBN-10
1107056748
Author
Gérard Cornuéjols | Javier Peña | Reha Tütüncü
About the Book
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
ISBN-13: 9781107056749
ISBN-10: 1107056748
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Product ID: isbn-9781107056749
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