Nonlinear Optimization with Financial Applications

Michael Bartholomew-Biggs

ISBN 10: 1402081103 / ISBN 13: 9781402081101

Editore: Springer January 2005, 2005

Riguardo questo articolo

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

Dati bibliografici

Titolo: Nonlinear Optimization with Financial ...

Casa editrice: Springer January 2005

Data di pubblicazione: 2005

Legatura: Hardcover

Condizione: VG

Descrizione articolo

Riassunto:

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.

Recensione:

From the reviews:

"The book is intended for readers who have an understanding of linear algebra, and the Taylor mean value theorems in several variables. It presents numerical approaches to nonlinear optimization which typically have been applied for 30-40 years to practical problems in science and engineering. ... Summing up, one could say that the author had an interesting idea to present the classical algorithmic methods while teaching contemporary portfolio theory." (Leszek S. Zaremba, Zentralblatt MATH, Vol. 1083 (9), 2006)

"This book is a timely and very useful addition to the literature on practical mathematical optimization. ... Indeed, the outstanding and almost unique aspect of the work is the thorough integration of the methods with application ... . The text is very readable and will be easy to teach from. The passion of the author for, and his fascination with, optimization are conveyed to the reader. His mathematically flavored poems, scattered throughout the text, entertain and amuse ... ." (Jan A. Snyman, SIAM Review, Vol. 48 (1), 2006)

"This book contains many computational examples demonstrating the practical behavior of the proposed methods and their application to practical financial problems." (Mathematical Reviews, Zimmermann, K.)