Mathematics Finance and Risk: Optimization Methods in Finance Series - Gerard Cornuejols

Mathematics Finance and Risk: Optimization Methods in Finance Series - Gerard Cornuejols

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New
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South Africa
Product code
9780521861700
Bob Shop ID
639521104

This textbook discusses optimization problems encountered in financial models describes the relevant theory and efficient solution methods and shows how to apply them to practical problems in mathematical finance. Based on a successful course at CMU the text is class-tested and meets the need for a textbook aimed at financial applications.

TITLE: Mathematics Finance and Risk: Optimization Methods in Finance Series Number 5

AUTHOR: Gerard Cornuejols

SKU: 9780521861700

PUBLISHER: Cambridge University Press

DATE PUBLISHED: 21/12/2006

PLACE PUBLISHED: United Kingdom

PAGES: 358

BINDING: Hardback

LANGUAGE: English

DIMENSIONS: 178 mm x 254 mm x 23 mm

WEIGHT: 772 gr

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