HM Zenios
Practical Financial Optimization
Decision Making for Financial Engineers
Gebonden Engels 2008 9781405132008
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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
Specificaties
ISBN13:9781405132008
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:432
Uitgever:John Wiley & Sons
Hoofdrubriek:Financieel management, Financieel management
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Foreword: Harry M. Markowitz.
<p>Preface.</p>
<p>Acknowledgments.</p>
<p>Notation.</p>
<p>List of Models.</p>
<p>I. Introduction.</p>
<p>1. An Optimization View of Financial Engineering.</p>
<p>2. Basics of Risk Management.</p>
<p>II. Portfolio Optimization Models.</p>
<p>3. Mean–Variance Analysis.</p>
<p>4. Portfolio Models for Fixed Income.</p>
<p>5. Scenario Optimization.</p>
<p>6. Dynamic Portfolio Optimization with Stochastic Programming.</p>
<p>7. Index Funds.</p>
<p>8. Designing Financial Products.</p>
<p>9. Scenario Generation.</p>
<p>III. Applications.</p>
<p>10. International Asset Allocation.</p>
<p>11. Corporate Bond Portfolios.</p>
<p>12. Insurance Policies with Guarantees.</p>
<p>13. Personal Financial Planning.</p>
<p>IV. Library of Financial Optimization Models.</p>
<p>14. FINLIB: A Library of Financial Optimization Models.</p>
<p>Bibliography.</p>
<p>Index</p>
<p>Preface.</p>
<p>Acknowledgments.</p>
<p>Notation.</p>
<p>List of Models.</p>
<p>I. Introduction.</p>
<p>1. An Optimization View of Financial Engineering.</p>
<p>2. Basics of Risk Management.</p>
<p>II. Portfolio Optimization Models.</p>
<p>3. Mean–Variance Analysis.</p>
<p>4. Portfolio Models for Fixed Income.</p>
<p>5. Scenario Optimization.</p>
<p>6. Dynamic Portfolio Optimization with Stochastic Programming.</p>
<p>7. Index Funds.</p>
<p>8. Designing Financial Products.</p>
<p>9. Scenario Generation.</p>
<p>III. Applications.</p>
<p>10. International Asset Allocation.</p>
<p>11. Corporate Bond Portfolios.</p>
<p>12. Insurance Policies with Guarantees.</p>
<p>13. Personal Financial Planning.</p>
<p>IV. Library of Financial Optimization Models.</p>
<p>14. FINLIB: A Library of Financial Optimization Models.</p>
<p>Bibliography.</p>
<p>Index</p>
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