Practical Financial Optimization 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


Practical Financial Optimization

简体网页||繁体网页
Soren S Nielson 作者
Wiley-Blackwell
译者
2010-2-9 出版日期
198 页数
USD 100.00 价格
Hardcover
丛书系列
9781405133715 图书编码

Practical Financial Optimization 在线电子书 图书标签:  


喜欢 Practical Financial Optimization 在线电子书 的读者还喜欢




点击这里下载
    

想要找书就要到 图书目录大全
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

发表于2024-12-29


Practical Financial Optimization 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Practical Financial Optimization 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Practical Financial Optimization 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024



Practical Financial Optimization 在线电子书 用户评价

评分

评分

评分

评分

评分

Practical Financial Optimization 在线电子书 著者简介


Practical Financial Optimization 在线电子书 图书目录


Practical Financial Optimization 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Practical Financial Optimization 在线电子书 图书描述

In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. ‘GAMS’ consists of a language which allows a high-level, algebraic representation of mathematical models and a set of solvers – numerical algorithms – to solve them. The system was developed in response to the need for powerful and flexible front-end tools to manage large, real-life models. The work begins with an overview of the structure of the GAMS language, and discusses issues relating to the management of data in GAMS models. The authors provide models for mean-variance portfolio optimization which address the question of trading off the portfolio expected return against its risk. Fixed income portfolio optimization models perform standard calculations and allow the user to bootstrap a yield curve from bond prices. Dedication models allow for standard portfolio dedication with borrowing and re-investment decisions, and are extended to deal with maximisation of horizon return and to incorporate various practical considerations on the portfolio tradeability. Immunization models provide for the factor immunization of portfolios of treasury and corporate bonds. The scenario-based portfolio optimization problem is addressed with mean absolute deviation models, tracking models, regret models, conditional VaR models, expected utility maximization models and put/call efficient frontier models. The authors employ stochastic programming for dynamic portfolio optimization, developing stochastic dedication models as stochastic extensions of the fixed income models discussed in chapter 4. Two-stage and multi-stage stochastic programs extend the scenario models analysed in Chapter 5 to allow dynamic rebalancing of portfolios as time evolves and new information becomes known. Models for structuring index funds and hedging interest rate risk on international portfolios are also provided. The final chapter provides a set of ‘case studies’: models for large-scale applications of portfolio optimization, which can be used as the basis for the development of business support systems to suit any special requirements, including models for the management of participating insurance policies and personal asset allocation. The title will be a valuable guide for quantitative developers and analysts, portfolio and asset managers, investment strategists and advanced students of finance.

Practical Financial Optimization 在线电子书 下载 mobi epub pdf txt 在线电子书下载

想要找书就要到 图书目录大全
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

Practical Financial Optimization 在线电子书 读后感

评分

评分

评分

评分

评分

类似图书 点击查看全场最低价

Practical Financial Optimization 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


分享链接





Practical Financial Optimization 在线电子书 相关图书




本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

友情链接

© 2024 book.wenda123.org All Rights Reserved. 图书目录大全 版权所有