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Viser: Practical Financial Optimization - Decision Making for Financial Engineers
Practical Financial Optimization
Decision Making for Financial Engineers
Stavros A. Zenios og Harry M. Markowitz
(2008)
Sprog: Engelsk
John Wiley & Sons, Limited
914,00 kr.
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Detaljer om varen
- Hardback: 432 sider
- Udgiver: John Wiley & Sons, Limited (Januar 2008)
- Forfattere: Stavros A. Zenios og Harry M. Markowitz
- ISBN: 9781405132008
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
Foreword: Harry M. Markowitz. Preface. Acknowledgments. Notation. List of Models. I. Introduction
.
1. An Optimization View of Financial Engineering.
2. Basics of Risk Management. II. Portfolio Optimization Models
.
3. Mean-Variance Analysis.
4. Portfolio Models for Fixed Income.
5. Scenario Optimization.
6. Dynamic Portfolio Optimization with Stochastic Programming.
7. Index Funds.
8. Designing Financial Products.
9. Scenario Generation. III. Applications.
10. International Asset Allocation.
11. Corporate Bond Portfolios.
12. Insurance Policies with Guarantees.
13. Personal Financial Planning. IV. Library of Financial Optimization Models
.
14. FINLIB: A Library of Financial Optimization Models. Bibliography. Index
.
1. An Optimization View of Financial Engineering.
2. Basics of Risk Management. II. Portfolio Optimization Models
.
3. Mean-Variance Analysis.
4. Portfolio Models for Fixed Income.
5. Scenario Optimization.
6. Dynamic Portfolio Optimization with Stochastic Programming.
7. Index Funds.
8. Designing Financial Products.
9. Scenario Generation. III. Applications.
10. International Asset Allocation.
11. Corporate Bond Portfolios.
12. Insurance Policies with Guarantees.
13. Personal Financial Planning. IV. Library of Financial Optimization Models
.
14. FINLIB: A Library of Financial Optimization Models. Bibliography. Index
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