MARC Record from marc_columbia

LEADER: 02149cam a2200277Ia 4500
001 5409196
005 20221110032421.0
008 050317s2005 maua 001 0 eng d
020 $a1402081103
035 $a(OCoLC)ocm58522886
035 $a(NNC)5409196
035 $a5409196
040 $aTOQ$cTOQ$dOHX$dBAKER$dOrLoB-B
072 7 $aQA$2lcco
090 $aQA402.5$b.B28 2005
100 1 $aBartholomew-Biggs, Michael C.$0http://id.loc.gov/authorities/names/n82231304
245 10 $aNonlinear optimization with financial applications /$cMichael Bartholomew-Biggs.
260 $aBoston :$bKluwer,$c2005.
300 $a261 pages :$billustrations ;$c25 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
505 00 $g1.$tPortfolio optimization -- $g2.$tOne-variable optimization -- $g3.$tOptimal portfolios with N assets -- $g4.$tUnconstrained optimization in N variables -- $g5.$tThe steepest descent method -- $g6.$tThe Newton method -- $g7.$tQuasi-Newton methods -- $g8.$tConjugate gradient methods -- $g9.$tOptimal portfolios with restrictions -- $g10.$tLarger-scale portfolios -- $g11.$tData-fitting & the Gauss-Newton method -- $g12.$tEquality constrained optimization -- $g13.$tLinear equality constraints -- $g14.$tPenalty function methods -- $g15.$tSequential quadratic programming -- $g16.$tFurther portfolio problems -- $g17.$tInequality constrained optimization -- $g18.$tExtending equality-constraint methods -- $g19.$tBarrier function methods -- $g20.$tInterior point methods -- $g21.$tData fitting using inequality constraints -- $g22.$tPortfolio re-balancing and other problems -- $g23.$tGlobal unconstrained optimization.
520 1 $a"The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization."--BOOK JACKET.
650 0 $aNonlinear programming.$0http://id.loc.gov/authorities/subjects/sh85092331
650 0 $aMathematical optimization.$0http://id.loc.gov/authorities/subjects/sh85082127
852 00 $bmat$hQA402.5$i.B28 2005