Practical Financial Optimization: Decision Making for Financial Engineers

by Stavros A. Zenios, Harry M. Markowitz (Foreword)

"Practical Financial Optimization" is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge.Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of modelsAnalyizes real world applications and implications for financial engineersIncludes a list of models and a section on notations that includes a glossary of symbols and abbreviations

Genres: Mathematics

432 pages, Kindle Edition

First published May 18, 2007