- This title is eligible for Amazon Fall Textbook promotions. Get unlimited free Two-Day Shipping for three months with a free trial of Amazon Prime. Add $100 worth of eligible textbooks to your cart to qualify. Sign up at checkout. New members only. Here's how (restrictions apply)
Join Amazon Prime and ship Two-Day for free and Overnight for $3.99. Already a member? Sign in.
 |
 |
 |
|
Discover More in Mathematical Finance See more cutting edge mathematical finance resources from Cambridge University Press. Shop our Changing Currents in Mathematical Finance booklist. |
|
 |
|
 |
Special Offers and Product Promotions
Better Together
Customers Who Bought This Item Also Bought
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) by Steven E. Shreve  (26)
$55.96
|
Analysis of Financial Time Series (Wiley Series in Probability and Statistics) by Ruey S. Tsay (9)
$102.00
|
The Volatility Surface: A Practitioner's Guide (Wiley Finance) by Jim Gatheral (8)
$37.80
|
Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance) by Gianluca Fusai
$63.96
|
Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon Crack (26)
$31.50
|
Editorial Reviews
Review
"This book will be useful as a textbook for students in financial engineering at the MS level.... The book will also be of interest to researchers and graduate students in optimization who are interested in applications of optimization to financial problems."
Brian Borchers, Journal of Online Mathematics and its Applications
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.
See all Editorial Reviews
"This book will be useful as a textbook for students in financial engineering at the MS level.... The book will also be of interest to researchers and graduate students in optimization who are interested in applications of optimization to financial problems."
Brian Borchers, Journal of Online Mathematics and its Applications
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.
See all Editorial Reviews
Product Details
|