Optimization Methods in Finance
Normal Price: $185.00
Your Price: $166.50 AUD, inc. GST
Shipping: $7.95 per order
You Save: $18.50! (10% off normal price)
Plus...earn $8.33 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Optimization Methods in Finance by Gerard Cornuejols
Book DescriptionOptimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
Buy Optimization Methods in Finance book by Gerard Cornuejols from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521861700
(247mm x 174mm x 21mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 21-Dec-2006
Country of Publication: United Kingdom
Books By Author Gerard Cornuejols
Combinatorial Optimization, Paperback (January 1987)» View all books by Gerard Cornuejols
New and elegant proofs of classical results and makes difficult results accessible.
» Have you read this book? We'd like to know what you think about it - write a review about Optimization Methods in Finance book by Gerard Cornuejols and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Gerard Cornuejols
Gerard Cornuejols is an IBM University Professor of Operations Research at theTepper School of Business, Carnegie Mellon University. Reha Tutuncu is a Vice President in the Quantitative Resources Group at Goldman Sachs Asset Management, New York.
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2016. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.