Stochastic Optimization Models in Finance (2006 Edition) available in Hardcover
- Pub. Date:
- World Scientific Publishing Company, Incorporated
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.
|Publisher:||World Scientific Publishing Company, Incorporated|
|Series:||World Scientific Handbook In Financial Economics Series|
|Product dimensions:||6.20(w) x 9.10(h) x 1.70(d)|