This instructive book introduces the key ideas behind practical nonlinear optimization, accompanied by computational examples and supporting software. It combines computational finance with an important class of numerical techniques.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
The book introduces the key ideas behind practical nonlinear optimization.
Computational finance an increasingly popular area of mathematics degree programmes is combined here with the study of an important class of numerical techniques.
The financial content of the book is designed to be relevant and interesting to specialists. However, this material which occupies about one-third of the text is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature.
The essentials of most currently popular algorithms are described and their performance is demonstrated on a range of optimization problems arising in financial mathematics.
Theoretical convergence properties of methods are stated and formal proofs are provided in enough cases to be instructive rather than overwhelming.
Practical behaviour of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs.
Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes).
The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision.
Audience
The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Destinazione, tempi e costiDa: online-buch-de, Dozwil, Svizzera
Hardcover. Condizione: gebraucht; wie neu. Codice articolo 500-3-1-5
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Da: moluna, Greven, Germania
Gebunden. Condizione: New. Contains state-of-the-art research findingsThis instructive book introduces the key ideas behind practical nonlinear optimization, accompanied by computational examples and supporting software. It combines computational finance with an important clas. Codice articolo 458476853
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Da: Magus Books Seattle, Seattle, WA, U.S.A.
Hardcover. Condizione: VG. used hardcover copy in illustrated boards, no jacket, as issued. light shelfwear, corners perhaps slightly bumped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws. Codice articolo 1321423
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Condizione: New. pp. 280. Codice articolo 26330208
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Da: Biblios, Frankfurt am main, HESSE, Germania
Condizione: New. pp. 280. Codice articolo 18330218
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Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. 280 Illus. Codice articolo 7517759
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Condizione: Acceptable. An acceptable and readable copy. All pages are intact, and the spine and cover are also intact. This item may have light highlighting, writing or underlining through out the book, curled corners, missing dust jacket and or stickers. Codice articolo 467IJT005K0X
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