Stochastic Optimization Models In Finance (2006 Edition)
Format: Print Book
ISBN: 9789812568007
Tax included.
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.
Format: Hardcover
No of Pages: 756
Imprint: World Scientific
Publication date: 20060912
Series: World Scientific Handbook In Financial Economics Series