ENGLISH

Financial Optimization

By Stavros A. Zenios

Book information

Year
1996
ISBN
0521577772, 9780521577779
Open Library ID
OL7747014M
Language
english
Format
PDF
Filesize
9 MB (9296037 bytes)
Pages
372\361
Topic
Economy
Time added
2011-06-04 13:46:07

Description

The use of mathematical models in financial management is today common business practice. The state of the art is constantly being advanced by academia and refined by industry. This book achieves two objectives. First, it brings together the (apparently) diverse fields of finance and management science/operations research. It presents a variety of techniques used in complex problems for financial management: optimization, simulation, stochastic programming and supercomputing. Second, it links current industrial practices with academic research to a degree unparalleled by any previous publication in the field.

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