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Practical Financial Optimization

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In Stock (72)

£ 38.33

Description

This book gives a comprehensive account of financial optimization models 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 builds towards multi-period dynamic portfolio optimization.

Book Details
EAN:
9781405132015
Binding:
Paperback / softback
Dimensions(mm):
244 x 189 x 24
Publication Date:
2008-02-29
Publication Country:
United Kingdom