|
|
Sold Out
Book Categories |
| List of contributors | ||
| Foreword | ||
| Preface | ||
| Acknowledgments | ||
| Pt. I | General overview | |
| 1 | Some financial optimization models: I Risk management | 3 |
| 2 | Some financial optimization models: II Financial engineering | 37 |
| 3 | New "financial market equilibrium" results: implications for practical financial optimization | 72 |
| 4 | Empirical tests of biases in equity portfolio optimization | 80 |
| Pt. II | Models | |
| 5 | An economic approach to valuation of single premium deferred annuities | 101 |
| Commentary | 132 | |
| 6 | The optimal portfolio system: targeting horizon total returns under varying interest-rate scenarios | 136 |
| 7 | Optimization tools for the financial manager's desk | 176 |
| 8 | A flexible approach to interest-rate risk management | 189 |
| 9 | Currency hedging strategies for US investment in Japan and Japanese investment in the US | 210 |
| Commentary | 236 | |
| Pt. III | Methodologies | |
| 10 | Incorporating transaction costs in models for asset allocation | 243 |
| 11 | Bond portfolio analysis using integer programming | 260 |
| 12 | Scenario immunization | 290 |
| 13 | Mortgages and Markov chains: a simplified evaluation model | 309 |
| 14 | Parallel Monte Carlo simulation of mortgage-backed securities | 325 |
| Index | 344 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Joseph Armond
reviewed Financial Optimization on August 06, 2014
Financial Optimization
Even too intuitive, at times. Too light-weight, in my opinion. However, the things that were discussed, I loved the approach to them.
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Financial Optimization
X
This Item is in Your Inventory
Financial Optimization
X
You must be logged in to review the productsX
X
X
Add Financial Optimization, The use of mathematical models in financial management is today common business practice. The state of the art is constantly being advanced by academia and refined by industry. This book achieves two objectives. First, it brings together the (apparently) , Financial Optimization to the inventory that you are selling on WonderClubX
X
Add Financial Optimization, The use of mathematical models in financial management is today common business practice. The state of the art is constantly being advanced by academia and refined by industry. This book achieves two objectives. First, it brings together the (apparently) , Financial Optimization to your collection on WonderClub |