This book clearly presents the exciting symbiosis between the fields of finance and management science and operations research.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers and analysts cover financial optimization and business techniques, ranging from portfolio management of equities and fixed income investments, to models for risk-management and diversification.
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: Zoom Books East, Glendale Heights, IL, U.S.A.
Condizione: good. Book is in good condition and may include underlining highlighting and minimal wear. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service. Codice articolo ZEV.0521577772.G
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Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Paperback. Condizione: Fair. No Jacket. Former library book; Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0521577772I5N10
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Da: Blue Vase Books, Interlochen, MI, U.S.A.
Condizione: good. The item shows wear from consistent use, but it remains in good condition and works perfectly. All pages and cover are intact including the dust cover, if applicable . Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs, access code or other supplemental materials. Codice articolo BVV.0521577772.G
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Da: Priceless Books, Urbana, IL, U.S.A.
Paperback. Condizione: VG. 350pp. Extremities lightly rubbed & scratched. References & index. Codice articolo 204680
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Da: medimops, Berlin, Germania
Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M00521577772-G
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Da: Ammareal, Morangis, Francia
Softcover. Condizione: Bon. Ancien livre de bibliothèque avec équipements. Edition 1996. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 1996. Ammareal gives back up to 15% of this item's net price to charity organizations. Codice articolo H-201-601
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 433752-n
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. The use of mathematical models in financial management is today common business practice. The state of the art is constantly being advanced by academia and refined by industry. This book achieves two objectives. First, it brings together the (apparently) diverse fields of finance and management science/operations research. It presents a variety of techniques used in complex problems for financial management: optimization, simulation, stochastic programming and supercomputing. Second, it links current industrial practices with academic research to a degree unparalleled by any previous publication in the field. This book presents the exciting symbiosis between the fields of finance and management science and operations research. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780521577779
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Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9780521577779
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition. Codice articolo 433752
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