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Financial Optimization|Stavros a. Zenios

Financial Optimization

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Overview

The book covers a wide range of topics: portfolio management of equities and fixed-income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification. Standard models are presented and analysed, and the problem of portfolio management under uncertainty is examined. Key issues are analysed, mathematical models proposed, and current practices are reviewed and evaluated.

This item is Non-Returnable

Details

  • ISBN-13: 9780521577779
  • ISBN-10: 0521577772
  • Publisher: Cambridge University Press
  • Publish Date: October 1996
  • Dimensions: 9.12 x 5.94 x 0.93 inches
  • Shipping Weight: 1.23 pounds
  • Page Count: 372

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