Книга Stochastic Optimization Models in Finance Stochastic Optimization Models in FinanceКниги Экономика Автор: William T. Ziemba, Raymond G. Vickson Год издания: 2006 Формат: pdf Издат.:World Scientific Publishing Company Страниц: 756 Размер: 28,8 ISBN: 981256800X Язык: Английский0 (голосов: 0) Оце
Stochastic Optimization Models in Finance 2006
✍ Scribed by William T. Ziemba, Raymond G. Vickson
- Year
- 2006
- Tongue
- English
- Leaves
- 756
- Category
- Library
No coin nor oath required. For personal study only.
✦ Synopsis
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.
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A very useful textbook for both undergraduate and advanced courses on stochastic models in finance. The first part is a comprehensive but readable and well understandable introduction to Financial Mathematics. The second part on discrete time stochastic models is based on some background knowledge o
A very useful textbook for both undergraduate and advanced courses on stochastic models in finance. The first part is a comprehensive but readable and well understandable introduction to Financial Mathematics. The second part on discrete time stochastic models is based on some background knowledge o
In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of c