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.
具體描述
讀後感
評分
評分
評分
評分
用戶評價
數學還是太簡單瞭 點到為止，動態規劃和隨機算法的算法講的不深，例子倒是挺多的。
评分理論與金融結閤。想起某大牛跟我說他在wall str的感受是老美數學跟金融結閤極其高深莫測
评分great intro
评分內容結閤optimization的各種方法，必須要用代碼實踐纔能領會其真意。
评分這本書每塊都講的太淺瞭，不過內容很豐富，不妨先看看Boyd的Convex Optimization再迴來看這本書會很歡樂。這本書是脫胎於CMU的MBA/MSMF的同名課程，算是課件的改版吧。
相關圖書
本站所有內容均為互聯網搜索引擎提供的公開搜索信息，本站不存儲任何數據與內容，任何內容與數據均與本站無關，如有需要請聯繫相關搜索引擎包括但不限於百度，google,bing,sogou 等
© 2025 book.quotespace.org All Rights Reserved. 小美書屋 版权所有