Optimization in Economics and Finance

Optimization in Economics and Finance
Author: Bruce D. Craven
Publisher: Springer Science & Business Media
Total Pages: 174
Release: 2005-10-24
Genre: Business & Economics
ISBN: 0387242805

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Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.


Optimization in Economics and Finance
Language: en
Pages: 174
Authors: Bruce D. Craven
Categories: Business & Economics
Type: BOOK - Published: 2005-10-24 - Publisher: Springer Science & Business Media

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Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic gr
Numerical Methods and Optimization in Finance
Language: en
Pages: 638
Authors: Manfred Gilli
Categories:
Type: BOOK - Published: 2019-08-30 - Publisher: Academic Press

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Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage
Optimization in Economics and Finance
Language: en
Pages: 184
Authors: Bruce D. Craven
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Springer Science & Business Media

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Extends the optimization techniques, in a form that may be adopted for modeling social choice problems. The models in this book provide possible models for a so
Stochastic Optimization Models in Finance
Language: en
Pages: 756
Authors: William T. Ziemba
Categories: Business & Economics
Type: BOOK - Published: 2006 - Publisher: World Scientific

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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,
Optimization Methods in Finance
Language: en
Pages: 358
Authors: Gerard Cornuejols
Categories: Mathematics
Type: BOOK - Published: 2006-12-21 - Publisher: Cambridge University Press

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Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimiza