Optimization Methods in Finance

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Optimization Methods in Finance
Carnegie Mellon University, Pittsburgh, PA 15213 USA

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关键词：Optimization Finance Methods Financ Method University

……什么介绍都没有

好贵啊。。。。。。

2# nicame09


Optimization Methods in Finance (Mathematics, Finance and Risk)

Gerard Cornuejols
Reha Tutuncu
Cambridge University Press
Jan 08, 2007
ASIN: 0521861705
ISBN: 0521861705
Sales Rank: 221332
Product Description:
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.

http://www.pinggu.org/bbs/viewth ... ion%2B%2BFinance%2B有免费的

这个付费的和5楼说的免费的一样，不是很好的版本阿，排版有问题。