Description: About this Item The item is a book Hardback The Author Name is Reha Tutuncu The Title is Optimization Methods in Finance Condition New Other Comments Pages Count - 350. Binding type - Hardcover. Content Language - English Category - MATHEMATICS / Applied Product Description - Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean-variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean-variance optimization, multi-period models, and additional material to highlight the relevance to finance. We Use Stock Images Because we have over 2 million items for sale we have to use stock images, this listing does not include the actual image of the item for sale. The purchase of this specific item is made with the understanding that the image shown in this listing is a stock image and not the actual item for sale. For example: some of our stock images include stickers, labels, price tags, hyper stickers, obi's, promotional messages, signatures and or writing which may not be available in the actual item. When possible we will add details of the items we are selling to help buyers know what is included in the item for sale. The details  are provided automatically  from our central master database and can sometimes be wrong. Books are released in many editions and variations, such as standard edition, re-issue, not for sale, promotional, special edition, limited edition, and many other editions and versions.  The Book you receive could be any of these editions or variations. If you are looking for a specific edition or version please contact us to verify what we are selling.   Gift IdeasThis is a  great Christmas gift idea.   Hours of ServiceWe have many warehouses,  some of the warehouses process orders seven days a week, but the Administration Support Staff are located at a head office location, outside of the warehouses, and typically work only Monday to Friday. Location ID 9000z iHaveit SKU ID 166369188
Price: 98.37 USD
Location: US
End Time: 2025-01-10T18:47:46.000Z
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Refund will be given as: Money Back
Fiction/Non-Fiction: Non-Fiction
Genre/Subject: MATHEMATICS / Applied
Brand: Cambridge University Press
Weight: 0.76
Style: NA
Title: Optimization Methods in Finance
Release Title: Optimization Methods in Finance
Record Grading: New
Sleeve Grading: New
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Film/TV Title: Optimization Methods in Finance
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Binding Type: Hardcover
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Number of Pages: 348 Pages
Language: English
Publication Name: Optimization Methods in Finance
Publisher: Cambridge University Press
Item Height: 0.8 in
Subject: Finance / Financial Engineering, Applied
Publication Year: 2018
Features: Revised
Type: Textbook
Item Weight: 29.3 Oz
Author: Reha Tütüncü, Javier Peña, Gérard Cornuéjols
Item Length: 10 in
Subject Area: Mathematics, Business & Economics
Item Width: 7 in
Format: Hardcover