Call Boomerang Books 1300 36 33 32

Get Latest Book News + FREE Shipping. Subscribe to the Boomerang Books Bulletin eNewsletter right now!

Description - Practical Financial Optimization by Stavros A. Zenios

This book gives a comprehensive account of financial optimization models as used to support decision-making for financial engineers. It starts with the classical static mean-variance analysis and portfolio immunization, moves on to scenario-based models, and builds towards multi-period dynamic portfolio optimization. As the story unfolds the relationships between classes of models are revealed. Once the foundations are laid with several building blocks, and the broad landscape of financial optimization is charted, the book moves on to analyze several real-world applications. In this way the reader acquires not only solid knowledge of the foundations of financial optimization, but also a taste for the large-scale models that can be grounded on these foundations.

Buy Practical Financial Optimization by Stavros A. Zenios from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9781405132015
ISBN-10: 1405132019
Format: Paperback
(246mm x 192mm x 25mm)
Pages: 432
Imprint: Wiley-Blackwell (an imprint of John Wiley & Sons Ltd)
Publisher: John Wiley and Sons Ltd
Publish Date: 1-Feb-2008
Country of Publication: United Kingdom

Other Editions - Practical Financial Optimization by Stavros A. Zenios

Book Reviews - Practical Financial Optimization by Stavros A. Zenios

» Have you read this book? We'd like to know what you think about it - write a review about Practical Financial Optimization book by Stavros A. Zenios and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review


Author Biography - Stavros A. Zenios

Stavros Zenios is Professor of Business and Public Administration at the University of Cyprus, Director of the HERMES European Center of Excellence on Computational Finance and Economics, and Senior Fellow at the Wharton Financial Institutions Center of the University of Pennsylvania. His previous books include Financial Optimization (1996); Parellel Optimization: Theory Algorithms, and Applications (1997); and Performance of Financial Institutions: Efficiency, Innovation, Regulation (2000).

Books By Stavros A. Zenios

Practical Financial Optimization by Stavros A. Zenios
Hardback, May 2009
$121.46
Handbook of Asset and Liability Management by Stavros A. Zenios
Hardback, July 2007
$180.90
Performance of Financial Institutions by Stavros A. Zenios
Paperback, May 2000
$85.46
Financial Optimization by Stavros A. Zenios
Paperback, October 1996
$52.16