S Zenios
Practical Financial Optimization
Decision Making for Financial Engineers
Paperback Engels 2008 9781405132015
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Samenvatting
Practical Financial Optimization is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge.
Focuses on classical static mean–variance analysis and portfolio immunization, scenario–based models, multi–period dynamic portfolio optimization, and the relationships between classes of models
Analyizes real world applications and implications for financial engineers
Includes a list of models and a section on notations that includes a glossary of symbols and abbreviations
Specificaties
ISBN13:9781405132015
Taal:Engels
Bindwijze:paperback
Aantal pagina's:430
Uitgever:John Wiley & Sons
Hoofdrubriek:Financieel management, Financieel management
Lezersrecensies
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Inhoudsopgave
Foreword.
<p>Preface.</p>
<p>Acknowledgements.</p>
<p>List of Models.</p>
<p>Notation.</p>
<p>I. Introduction.</p>
<p>1. An Optimization View of Financial Engineering.</p>
<p>2. Basics of Risk Management.</p>
<p>II. Portfolio Optimization Models.</p>
<p>3. Mean–Variance Analysis.</p>
<p>4. Portfolio Models for Fixed Income.</p>
<p>5. Scenario Optimization.</p>
<p>6. Dynamic Portfolio Optimization with Stochastic Programming.</p>
<p>7. Index Funds.</p>
<p>8. Designing Financial Products.</p>
<p>9. Scenario Generation.</p>
<p>III. Applications.</p>
<p>10. Application I: International Asset Allocation.</p>
<p>11. Application II: Corporate Bond Portfolios.</p>
<p>12. Application III: Insurance Policies with Guarantees.</p>
<p>13. Application IV: Personal Financial Planning.</p>
<p>IV. Library of Financial Optimization Models.</p>
<p>14. FINLIB: A Library of Financial Optimization Models</p>
<p>A. Basics of Optimization.</p>
<p>B. Basics of Probability Theory.</p>
<p>C. Stochastic Processes.</p>
<p>Bibliography.</p>
<p>Index.</p>
<p>Preface.</p>
<p>Acknowledgements.</p>
<p>List of Models.</p>
<p>Notation.</p>
<p>I. Introduction.</p>
<p>1. An Optimization View of Financial Engineering.</p>
<p>2. Basics of Risk Management.</p>
<p>II. Portfolio Optimization Models.</p>
<p>3. Mean–Variance Analysis.</p>
<p>4. Portfolio Models for Fixed Income.</p>
<p>5. Scenario Optimization.</p>
<p>6. Dynamic Portfolio Optimization with Stochastic Programming.</p>
<p>7. Index Funds.</p>
<p>8. Designing Financial Products.</p>
<p>9. Scenario Generation.</p>
<p>III. Applications.</p>
<p>10. Application I: International Asset Allocation.</p>
<p>11. Application II: Corporate Bond Portfolios.</p>
<p>12. Application III: Insurance Policies with Guarantees.</p>
<p>13. Application IV: Personal Financial Planning.</p>
<p>IV. Library of Financial Optimization Models.</p>
<p>14. FINLIB: A Library of Financial Optimization Models</p>
<p>A. Basics of Optimization.</p>
<p>B. Basics of Probability Theory.</p>
<p>C. Stochastic Processes.</p>
<p>Bibliography.</p>
<p>Index.</p>
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