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Stochastic optimization models in finance

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems. Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever. Sample Chapter(s) Chapter 1: Expected Utility Theory (373 KB) Contents: Mathematics
Call no. : 332.0151922 W716

Từ khóa: Finance, Mathematical optimization, Stochastic processes

20 p ovanke 11/09/2023 149 0

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