Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
發表於2024-11-23
Optimization Methods in Finance 2024 pdf epub mobi 電子書 下載
圖書標籤: 金融 optimization finance 數學 金融工程 金融數學 統計學 科技論文
這本書每塊都講的太淺瞭,不過內容很豐富,不妨先看看Boyd的Convex Optimization再迴來看這本書會很歡樂。這本書是脫胎於CMU的MBA/MSMF的同名課程,算是課件的改版吧。
評分內容結閤optimization的各種方法,必須要用代碼實踐纔能領會其真意。
評分great intro
評分內容結閤optimization的各種方法,必須要用代碼實踐纔能領會其真意。
評分這本書每塊都講的太淺瞭,不過內容很豐富,不妨先看看Boyd的Convex Optimization再迴來看這本書會很歡樂。這本書是脫胎於CMU的MBA/MSMF的同名課程,算是課件的改版吧。
Optimization Methods in Finance 2024 pdf epub mobi 電子書 下載