| Record ID | marc_nuls/NULS_PHC_180925.mrc:142057882:2758 |
| Source | marc_nuls |
| Download Link | /show-records/marc_nuls/NULS_PHC_180925.mrc:142057882:2758?format=raw |
LEADER: 02758nam 2200469 a 4500
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005 20161129143939.0
008 070327s2007 enka b 001 0 eng
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035 $a(OCoLC)71347552$z(OCoLC)77255589
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050 00 $aHG106$b.C67 2007
082 04 $a332.015196$222
100 1 $aCornuejols, Gerard,$d1950-
245 10 $aOptimization methods in finance /$cGerard Cornuejols, Reha Tutuncu?.
260 $aCambridge, UK ;$aNew York :$bCambridge University Press,$c2007.
300 $axii, 345 p. :$bill. ;$c26 cm.
440 0 $aMathematics, finance, and risk
504 $aIncludes bibliographical references (p. 338-341) and index.
505 0 $a1. Introduction -- 2. Linear programming : theory and algorithms -- 3. LP models : asset/liability cash-flow matching -- 4. LP models : asset pricing and arbitrage -- 5. Nonlinear programming : theory and algorithms -- 6. NLP models : volatility estimation -- 7. Quadratic programming : theory and algorithms -- 8. QP models : portfolio optimization -- 9. Conic optimization tools -- 10. Conic optimization models in finance -- 11. Integer programming : theory and algorithms -- 12. Integer programming models : constructing an index fund -- 13. Dynamic programming methods -- 14. DP models : option pricing -- 15. DP models : structuring asset-backed securities -- 16. Stochastic programming : theory and algorithms -- 17. Stochastic programming models : value-at-risk and conditional value-at-risk -- 18. Stochastic programming models : asset/liability management -- 19. Robust optimization : theory and tools -- 20. Robust optimization models in finance -- App. A. Convexity -- App. B. Cones -- App. C. A probability primer -- App. D. The revised simplex method.
650 0 $aFinance$xMathematical models.
650 0 $aMathematical optimization.
700 1 $aTutuncu?, Reha.
938 $aBaker & Taylor$bBKTY$c70.00$d70.00$i0521861705$n0006719571$sactive
938 $aYBP Library Services$bYANK$n2383009
947 $fSOBM-FIN$hCIRCSTACKS$p$120.40$q2
949 $aHG 106 .C67 2007$i31786102116511
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994 $a92$bCNU
999 $aHG 106 .C67 2007$wLC$c1$i31786102116511$lCIRCSTACKS$mNULS$rY$sY$tBOOK $u5/1/2007
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