图书标签: 金融 optimization finance 数学 金融工程 金融数学 统计学 科技论文
发表于2024-12-23
Optimization Methods in Finance pdf epub mobi txt 电子书 下载 2024
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.
great intro
评分理论与金融结合。想起某大牛跟我说他在wall str的感受是老美数学跟金融结合极其高深莫测
评分内容结合optimization的各种方法,必须要用代码实践才能领会其真意。
评分数学还是太简单了 点到为止,动态规划和随机算法的算法讲的不深,例子倒是挺多的。
评分数学还是太简单了 点到为止,动态规划和随机算法的算法讲的不深,例子倒是挺多的。
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Optimization Methods in Finance pdf epub mobi txt 电子书 下载 2024