Skip to content

Optimization Methods in Finance by Cornuejols and Tutuncu

Optimization Methods in Finance by Cornuejols and Tutuncu

Optimization Methods in Finance by Cornuejols and Tutuncu

Optimization Methods in Finance by Cornuejols and Tutuncu

  • Used
  • Hardcover
Condition
See description
ISBN 10
0521861705
ISBN 13
9780521861700
Seller
Seller rating:
This seller has earned a 1 of 5 Stars rating from Biblio customers.
Johannesburg, South Africa
Item Price
$11.75
Or just $10.68 with a
Bibliophiles Club Membership
$32.04 Shipping to USA
Standard delivery: 14 to 21 days

More Shipping Options

Payment Methods Accepted

  • Visa
  • Mastercard
  • American Express
  • Discover
  • PayPal

About This Item

ISBN: 9780521861700

Cambridge University press, 31 January 2007

Hard Cover, 358 pages

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.

Reviews

(Log in or Create an Account first!)

You’re rating the book as a work, not the seller or the specific copy you purchased!

Details

Bookseller
Pentz Booksellers ZA (ZA)
Bookseller's Inventory #
optimization-methods-in-f
Title
Optimization Methods in Finance by Cornuejols and Tutuncu
Book Condition
Used
Binding
Hardcover
ISBN 10
0521861705
ISBN 13
9780521861700
Publisher
Cambridge University Press
This edition first published
January 8, 2007

Terms of Sale

Pentz Booksellers

30 day return guarantee, with full refund including original shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged.

If there are titles not listed, please feel free to contact us for requests as we do offer special orders.

About the Seller

Pentz Booksellers

Seller rating:
This seller has earned a 1 of 5 Stars rating from Biblio customers.
Biblio member since 2021
Johannesburg

About Pentz Booksellers

Pentz Booksellers, founded in 1992 by Pentz, has expanded over the years and today carries more than 30 000 titles. The Campus Bookstore serves students, academics, universities and institutions with a wide range and in-depth assortment of general, academic, technical, professional and educational books. We also provide a wide variety of light reading and books that fit neither the academic nor mass-market mould.
tracking-