Practical Financial Optimization

<i>Practical Financial Optimization</i> is a comprehensive guide to optimization techniques in financial decision making. This book illuminates the relationship between theory and practice, providing the readers with solid foundational knowledge. <ul> <li>Focuses on classical static mean-variance analysis and portfolio immunization, scenario-based models, multi-period dynamic portfolio optimization, and the relationships between classes of models</li> <li>Analyizes real world applications and implications for financial engineers</li> <li>Includes a list of models and a section on notations that includes a glossary of symbols and abbreviations</li> </ul>