PRACTICAL FINANCIAL OPTIMIZATION DECISION MAKING FOR FINANCIAL ENGINEERS

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