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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

CONTENT

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

LOCATIONCALL#STATUS
Chula Business School Library658.155 Z54P 2007CHECK SHELVES

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