Stochastic optimization models in finance /William T. Ziemba, Raymond G. Vickson editors. -Singapore :World Scientific,2006

719 tr. ;24 cm

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.

1.Finance2. Mathematical optimization3. Stochastic processes

1.Raymond G. Vickson

332.01ZI - W

9789812568007