Nonlinear optimization with financial applications非綫性優化以財政應用在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Michael Bartholomew-Biggs 作者

Kluwer Academic Pub

譯者

2005-1 出版日期

261 頁數

745.00元價格

HRD

叢書系列

9781402081101 圖書編碼

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發表於2024-09-21

Nonlinear optimization with financial applications非綫性優化以財政應用在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Nonlinear optimization with financial applications非綫性優化以財政應用在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Nonlinear optimization with financial applications非綫性優化以財政應用在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Nonlinear optimization with financial applications非綫性優化以財政應用在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Nonlinear optimization with financial applications非綫性優化以財政應用在線電子書圖書描述

《Nonlinear Optimization with Financial Applications非綫性優化以財政應用》內容簡介:The book introduces the key ideas behind practical nonlinear optimization. Computational finance – an increasingly popular area of mathematics degree programs – is combined here with the study of an important class of numerical techniques. The financial content of the book is designed to be relevant and interesting to specialists. However, this material – which occupies about one-third of the text – is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performance is demonstrated on a range of optimization problems arising in financial mathematics. Theoretical convergence properties of methods are stated, and formal proofs are provided in enough cases to be instructive rather than overwhelming. Practical behavior of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes). The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision.

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