Financial Optimization
- Publisher's listprice GBP 38.00
-
19 231 Ft (18 316 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 20% (cc. 3 846 Ft off)
- Discounted price 15 385 Ft (14 653 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
19 231 Ft
Availability
Estimated delivery time: In stock at the publisher, but not at Prospero's office. Delivery time approx. 3-5 weeks.
Not in stock at Prospero.
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Edition number New ed
- Publisher Cambridge University Press
- Date of Publication 28 October 1996
- ISBN 9780521577779
- Binding Paperback
- No. of pages372 pages
- Size 229x152x21 mm
- Weight 550 g
- Language English 0
Categories
Short description:
This book clearly presents the exciting symbiosis between the fields of finance and management science and operations research.
MoreLong description:
The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers present the state of the art in financial optimization, while analysts from industry discuss the latest business techniques practised by financial firms in New York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification.
MoreTable of Contents:
Preface Patrick T. Harker; Introduction Stavros A. Zenios; Part I. General Overview: 1. Some financial optimization models: I Risk management H. Dahl, A. Meeraus, and S. Zenios; 2. Some financial optimization models: II Financial engineering H. Dahl, A. Meeraus and S. Zenios; 3. Empirical tests of optimization P. Muller; 4. Recent results in mean-variance analysis H. Markowitz; Part II. Applications: 5. An economic approach to the valuation of single premium deferred annuities M. Asay, P. J. Bouyoucos and A. M. Marciano; 6. Optimal horizon portfolio return under varying interest rate scenarios E. Adamidou, Y. Ben-Dov, L. Prendergast and V. Pica; 7. Optimization tools for the financial manager's desk M. Avriel; 8. A flexible approach to interest rate risk management H. Dahl; 9. Currency hedging strategies for US investments in Japan, and Japanese investments in the US W. Ziemba; Part III. Methodologies: 10. Incorporating transaction costs in models for asset allocations J. Mulvey; 11. Bond portfolio analysis using integer programming R. Nauss; 12. Scenario immunization R. Dembo; 13. Mortgages and Markov chains: a simplified evaluation model P. Zipkin; 14. Parallel Monte Carlo simulation of mortgage backed securities S. Zenios.
More
