Stochastic Optimization Models In Finance (2006 Edition)
Author | : William T Ziemba |
Publisher | : World Scientific |
Total Pages | : 756 |
Release | : 2006-09-11 |
ISBN-10 | : 9789814478076 |
ISBN-13 | : 9814478075 |
Rating | : 4/5 (075 Downloads) |
Download or read book Stochastic Optimization Models In Finance (2006 Edition) written by William T Ziemba and published by World Scientific. This book was released on 2006-09-11 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.