Financial optimization

The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers present the state of the art in finan...

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Médium: Kniha
Jazyk:Undetermined
Vydáno: New York Cambridge University Press 1993
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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082 |a 332.015193 
082 |b F491 
245 0 |a Financial optimization 
245 0 |c Edited by Stavros A. Zenios 
260 |a New York 
260 |b Cambridge University Press 
260 |c 1993 
520 |a The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers present the state of the art in financial optimization, while analysts from industry discuss the latest business techniques practised by financial firms in New York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification. 
650 |a Finance,Tài chính 
650 |x Mathematical models,Congresses,Mô hình toán,Hội thảo 
910 |a Hải 
980 |a Trung tâm Học liệu Trường Đại học Cần Thơ