{"product_id":"financial-optimization-paperback-9780521577779","title":"Financial Optimization (Paperback) 9780521577779","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eFinancial Optimization\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eThis book clearly presents the exciting symbiosis between the fields of finance and management science and operations research.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eStavros A. Zenios (Edited by)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780521577779, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback, published 28 October 1996\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e372 pages\u003cbr\u003e22.9 x 15.2 x 2.1 cm, 0.55 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThe use of formal mathematical models and optimization in finance has become common practice in the 1980s and 1990s. This book clearly presents the exciting symbiosis between the fields of finance and management science\/operations research. Prominent researchers present the state of the art in financial optimization, while analysts from industry discuss the latest business techniques practised by financial firms in New York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing of complex insurance, mortgage and other asset-backed products, and models for risk-management and diversification.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface Patrick T. Harker\u003cbr\u003e Introduction Stavros A. Zenios\u003cbr\u003e Part I. General Overview: 1. Some financial optimization models: I Risk management H. Dahl, A. Meeraus, and S. Zenios\u003cbr\u003e 2. Some financial optimization models: II Financial engineering H. Dahl, A. Meeraus and S. Zenios\u003cbr\u003e 3. Empirical tests of optimization P. Muller\u003cbr\u003e 4. Recent results in mean-variance analysis H. Markowitz\u003cbr\u003e Part II. Applications: 5. An economic approach to the valuation of single premium deferred annuities M. Asay, P. J. Bouyoucos and A. M. Marciano\u003cbr\u003e 6. Optimal horizon portfolio return under varying interest rate scenarios E. Adamidou, Y. Ben-Dov, L. Prendergast and V. Pica\u003cbr\u003e 7. Optimization tools for the financial manager's desk M. Avriel\u003cbr\u003e 8. A flexible approach to interest rate risk management H. Dahl\u003cbr\u003e 9. Currency hedging strategies for US investments in Japan, and Japanese investments in the US W. Ziemba\u003cbr\u003e Part III. Methodologies: 10. Incorporating transaction costs in models for asset allocations J. Mulvey\u003cbr\u003e 11. Bond portfolio analysis using integer programming R. Nauss\u003cbr\u003e 12. Scenario immunization R. Dembo\u003cbr\u003e 13. Mortgages and Markov chains: a simplified evaluation model P. Zipkin\u003cbr\u003e 14. Parallel Monte Carlo simulation of mortgage backed securities S. Zenios.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46005104476440,"sku":"9780521577779","price":35.89,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780521577779i_627bc6e9-7d0a-4b7b-afe1-4758def69334.jpg?v=1691369991","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/financial-optimization-paperback-9780521577779","provider":"Freshly Printed Books","version":"1.0","type":"link"}