Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

TitlePractical financial optimization : decision making for financial engineers
Author Stavros A. Zenios
Imprint Malden, MA ; Oxford : Blackwell Pub., 2007
Descript xxx, 400 p. : ill. ; 26 cm


An optimization view of financial engineering -- Basics of risk management -- Mean-variance analysis -- Portfolio models for fixed income -- Scenario optimization -- Dynamic portfolio optimization with stochastic programming -- Index funds -- Designing financial products -- Scenario generation -- International asset allocation -- Corporate bond portfolios -- Insurance policies with guarantees -- Personal financial planning -- A library of financial optimization models -- Basics of optimization -- Basics of probability theory -- Stochastic processes

Financial engineering Finance -- Mathematical models Mathematical optimization

Chula Business School Library658.155 Z54P 2007CHECK SHELVES

Chulalinet's Book Delivery Request


Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network


facebook   instragram