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2025-02-11
Optimization Methods in Finance 2025 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
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。
評分數學還是太簡單瞭 點到為止,動態規劃和隨機算法的算法講的不深,例子倒是挺多的。
評分數學還是太簡單瞭 點到為止,動態規劃和隨機算法的算法講的不深,例子倒是挺多的。
評分great intro
評分great intro
Optimization Methods in Finance 2025 pdf epub mobi 電子書 下載