金融における確率的最適化モデル
Stochastic Optimization Models In Finance (2006 Edition)
World Scientific Handbook in Financial Economics Series
Ziemba, William T (EDT)
Vickson, Raymond G (EDT)
- 出版社：World Scientific Publishing Co Pte Ltd
- 出版年月：2006年 09月
- ISBN：9789812568007
- 装丁：HRD
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装丁について
- 言語：ENG
- 版次：2006
- 巻数・ページ数：756 p.
- DDC分類：332.60151923
- 内容紹介：
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A repring 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. Contents: Mathematical Tools; Qualitative Economic Results; Static Portfolio Selection Models; Dynamic Models Reducible to Static Models; Dynamic Models.