The Resource Financial optimization, edited by Stavros A. Zenios

Financial optimization, edited by Stavros A. Zenios

Label
Financial optimization
Title
Financial optimization
Statement of responsibility
edited by Stavros A. Zenios
Contributor
Editor
Subject
Genre
Language
eng
Summary
The use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science/operations research. Prominent researchers present the state of the art in financial optimization, while analysts from industry discuss the latest business techniques practised by financial firms in New York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification
Cataloging source
UkCbUP
Dewey number
332/.01/5193
Index
index present
LC call number
HG174
LC item number
.F525 1993
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Zenios, Stavros Andrea
http://library.link/vocab/subjectName
  • Finance
  • Mathematical optimization
Label
Financial optimization, edited by Stavros A. Zenios
Link
https://doi.org/10.1017/CBO9780511522130
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Some financial optimization models : I. risk management ; Some financial optimization models : II. financial engineering / H. Dahl, A. Meeraus, and S.A. Zenios -- New "financial market equilibrium" results : implications for practical financial optimization / H.M. Markowitz -- Empirical tests of biases in equity portfolio optimization / P. Muller -- An economic approach to valuation of single premium deferred annuities / M.R. Asay, P.J. Bouyoucos, and A.M. Marciano. Commentary / D.F. Babbel -- The optimal portfolio system : targeting horizon total returns under varying interest-rate scenarios / E. Adamidou [and others] -- Optimization tools for the financial manager's desk / M. Avriel -- A flexible approach to interest-rate risk management / H. Dahl -- Currency hedging strategies for US investment in Japan and Japanese investment in the US / W.T. Ziemba. Commentary / Y. Beppu
  • Incorporating transaction costs in models for asset allocation / J.M. Mulvey -- Bond portfolio analysis using integer programming / R.M. Nauss -- Scenario immunization / R.S. Dembo -- Mortgages and Markov chains : a simplified evaluation model / P. Zipkin -- Parallel Monte Carlo simulation of mortgage-backed securities / S.A. Zenios
Extent
1 online resource (xvii, 350 pages)
Form of item
online
Isbn
9780511522130
Isbn Type
(ebook)
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(UkCbUP)CR9780511522130
Label
Financial optimization, edited by Stavros A. Zenios
Link
https://doi.org/10.1017/CBO9780511522130
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Some financial optimization models : I. risk management ; Some financial optimization models : II. financial engineering / H. Dahl, A. Meeraus, and S.A. Zenios -- New "financial market equilibrium" results : implications for practical financial optimization / H.M. Markowitz -- Empirical tests of biases in equity portfolio optimization / P. Muller -- An economic approach to valuation of single premium deferred annuities / M.R. Asay, P.J. Bouyoucos, and A.M. Marciano. Commentary / D.F. Babbel -- The optimal portfolio system : targeting horizon total returns under varying interest-rate scenarios / E. Adamidou [and others] -- Optimization tools for the financial manager's desk / M. Avriel -- A flexible approach to interest-rate risk management / H. Dahl -- Currency hedging strategies for US investment in Japan and Japanese investment in the US / W.T. Ziemba. Commentary / Y. Beppu
  • Incorporating transaction costs in models for asset allocation / J.M. Mulvey -- Bond portfolio analysis using integer programming / R.M. Nauss -- Scenario immunization / R.S. Dembo -- Mortgages and Markov chains : a simplified evaluation model / P. Zipkin -- Parallel Monte Carlo simulation of mortgage-backed securities / S.A. Zenios
Extent
1 online resource (xvii, 350 pages)
Form of item
online
Isbn
9780511522130
Isbn Type
(ebook)
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(UkCbUP)CR9780511522130

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