Stochastic Optimization Models in Finance (2006 Edition)
ISBN: 981256800X
EAN13: 9789812568007
Language: English
Pages: 719
Edition: 2006
Dimensions: 2.00" H x 9.00" L x 6.00" W
Weight: 3.00 lbs.
Format: Hardcover

Stochastic Optimization Models in Finance (2006 Edition)

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Book Overview
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.