Financial engineering
Year of publication: |
1993
|
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Other Persons: | Konno, Hiroshi (contributor) |
Publisher: |
Basel : Baltzer |
Subject: | Portfoliomanagement | Optimierung | Aufsatzsammlung | Financial Engineering | Mathematisches Modell |
Extent: | 452 S. : graph. Darst. |
---|---|
Series: | Annals of operations research. - Basel : Baltzer, ISSN 0254-5330. - Vol. 45 |
Type of publication: | Book / Working Paper |
Source: |
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Van Vliet, Benjamin, (2004)
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Contributions to stochastic optimization applied to financial engineering
Egami, Masahiko, (2005)
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Practical financial optimization : decision making for financial engineers
Zenios, Stavros Andrea, (2007)
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Third Degree Stochastic Dominance and Mean-Risk Analysis
Gotoh, Jun-ya, (2000)
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Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
Konno, Hiroshi, (1991)
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Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
Gotoh, Jun-ya, (2002)
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