Call Boomerang Books 1300 36 33 32

Description - Optimization Methods in Finance by Gerard Cornuejols

Optimization 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 by Gerard Cornuejols from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521861700
ISBN-10: 0521861705
Format: Hardback
(254mm x 178mm x 23mm)
Pages: 358
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 21-Dec-2006
Country of Publication: United Kingdom

Other Editions - Optimization Methods in Finance by Gerard Cornuejols

Book Reviews - Optimization Methods in Finance by Gerard Cornuejols

» 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 Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

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.

Books By Gerard Cornuejols

Combinatorial Optimization by Gerard Cornuejols
Paperback / softback, January 1987
Optimization Methods in Finance by Gerard Cornuejols
Hardback, August 2018
$77.36 $85.95
Integer Programming by Gerard Cornuejols
Paperback / softback, September 2016