Practical Financial Optimization: Decision Making for Financial Engineers

By Stavros A. Zenios

Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge. Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of models Analyizes real world applications and implications for financial engineers Includes a list of models and a section on notations that includes a glossary of symbols and abbreviations

• Format: Paperback
• Language: English
• ISBN: 1405132019
• ISBN13: 9781405132015
• Release Date: May 2008
• Publisher: Wiley-Blackwell
• Length: 432 Pages
• Weight: 1.85 lbs.
• Dimensions: 0.9" x 7.5" x 9.6"