A01=Stavros A. Zenios
account
Author_Stavros A. Zenios
book
Category=KFF
Category=PBU
classical static
comprehensive
decisionmaking
dynamic
engineers
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_nobargain
eq_non-fiction
financial
immunization
meanvariance
models
multiperiod
optimization
portfolio
relationships between
starts
story
towards
Product details
- ISBN 9781405132008
- Weight: 1021g
- Dimensions: 201 x 254mm
- Publication Date: 22 Jan 2008
- Publisher: John Wiley and Sons Ltd
- Publication City/Country: GB
- Product Form: Hardback
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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
Stavros A. Zenios is Professor of Business and Public Administration at the University of Cyprus, Director of the HERMES European Center of Excellence on Computational Finance and Economics, and Senior Fellow at the Wharton Financial Institutions Center of the University of Pennsylvania. His previous books include Financial Optimization (1996); Parellel Optimization: Theory, Algorithms, and Applications (1997); and Performance of Financial Institutions: Efficiency, Innovation, Regulation (2000).
