圖書標籤: 金融 optimization finance 數學 金融工程 金融數學 統計學 科技論文
发表于2025-01-11
Optimization Methods in Finance pdf epub mobi txt 電子書 下載 2025
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
理論與金融結閤。想起某大牛跟我說他在wall str的感受是老美數學跟金融結閤極其高深莫測
評分數學還是太簡單瞭 點到為止,動態規劃和隨機算法的算法講的不深,例子倒是挺多的。
評分great intro
評分這本書每塊都講的太淺瞭,不過內容很豐富,不妨先看看Boyd的Convex Optimization再迴來看這本書會很歡樂。這本書是脫胎於CMU的MBA/MSMF的同名課程,算是課件的改版吧。
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Optimization Methods in Finance pdf epub mobi txt 電子書 下載 2025