Stochastic Optimization Models In Finance (2006 Edition) Hardback
Edited by William T. Ziemba, Raymond G. Vickson
Part of the World Scientific Handbook in Financial Economics Series series
A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon.
It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.
- Format: Hardback
- Pages: 756 pages
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication Date: 11/09/2006
- Category: Investment & securities
- ISBN: 9789812568007