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  1. Reha Tutuncu, Javier Pena, Gerard Cornuejols - Optimization Methods in Finance, E-bok. Tillgänglighet: Lägg i varukorg

    Optimization Methods in Finance

    Av Reha Tutuncu, Javier Pena m. fl.

    E-bok, 2018

    957 kr

    Lägg i varukorg

    Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean–variance portfolio …