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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