Zenios, Stavros
Libros de: Zenios, Stavros
Mostrando 2 libros encontrados. (1 páginas).
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Practical Financial Optimization. a Library Of Financial Optimization Models.
Kothari, Vinod Zenios, Stavros
Blackwell Publishers (2009)
- EAN: 9781405133715
- Páginas: 175
- Fecha de edición: 2009
pvp.87,30 €
Sin Stock. Posibilidad entre 11 y 20 dias
In "Practical Financial Optimization: A Library of GAMS Models", the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. 'GAMS' consists of a language which allows a ...
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Practical Financial Optimization: Decision Making For Financial Engineers.
Zenios, Stavros
Blackwell Publishers (2007)
- EAN: 9781405132015
- Páginas: 464
- Fecha de edición: 2007
pvp.63,70 €
Sin Stock. Posibilidad entre 11 y 20 dias
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 ...