| 000 | 01006camuu2200289 a 4500 | |
| 001 | 000045346504 | |
| 005 | 20070504164955 | |
| 008 | 060704s2007 enk b 001 0 eng | |
| 015 | ▼a GBA678592 ▼2 bnb | |
| 020 | ▼a 0521861705 (hbk.) | |
| 020 | ▼a 9780521861700 (hbk.) | |
| 035 | ▼a (KERIS)REF000013024127 | |
| 040 | ▼a UKM ▼c UKM ▼d BAKER ▼d BWKUK ▼d 211009 | |
| 050 | 4 | ▼a HG4529.5 ▼b .C675 2007 |
| 082 | 0 4 | ▼a 332.015196 ▼2 22 |
| 090 | ▼a 332.015196 ▼b C819o | |
| 100 | 1 | ▼a Cornuejols, Gerard , ▼d 1950-. |
| 245 | 1 0 | ▼a Optimization methods in finance / ▼c Gerard Cornuejols, Reha Tutuncu. |
| 260 | ▼a Cambridge, UK ; ▼a New York : ▼b Cambridge University Press , ▼c 2007. | |
| 300 | ▼a xii, 345 p. ; ▼c 26 cm. | |
| 440 | 0 | ▼a Mathematics, finance, and risk |
| 504 | ▼a Includes bibliographical references (p. 338-341) and index. | |
| 650 | 0 | ▼a Finance ▼x Mathematical models. |
| 650 | 0 | ▼a Mathematical optimization. |
| 700 | 1 | ▼a Tutuncu, Reha. |
| 945 | ▼a KINS |
Holdings Information
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Science & Engineering Library/Sci-Info(Stacks2)/ | Call Number 332.015196 C819o | Accession No. 121145351 | Availability Available | Due Date | Make a Reservation | Service |
Contents information
Book Introduction
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.
Information Provided By: :
