Stochastic Optimization Models In Finance (2006 Edition)

Stochastic Optimization Models In Finance (2006 Edition)
Author :
Publisher : World Scientific
Total Pages : 756
Release :
ISBN-10 : 9789814478076
ISBN-13 : 9814478075
Rating : 4/5 (075 Downloads)

Book Synopsis Stochastic Optimization Models In Finance (2006 Edition) by : William T Ziemba

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.


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