Stochastic Optimization Models in Finance.

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...

Full description

Saved in:
Bibliographic Details
Main Author: Ziemba, W. T.
Other Authors: Vickson, Raymond G.
Format: eBook
Language:English
Published: Singapore : World Scientific Publishing Company, 2006.
Edition:2006th ed.
Series:World Scientific handbook in financial economic series.
Subjects:
Online Access:Click for online access