金融における数値法と最適化（第２版）
Numerical Methods and Optimization in Finance
Gilli, Manfred
Maringer, Dietmar
Schumann, Enrico
- 出版社：Academic Press Inc
- 出版年月：2019年 08月
- ISBN：9780128150658
- 装丁：PAP
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装丁について
- 言語：ENG
- 版次：2ND
- 巻数・ページ数：638 p.
- DDC分類：332.0151
- 内容紹介：
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New chapters include a self-contained tutorial on using and implementing heuristics and an explanation of software used for testing portfolio-selection models. Algorithms are stated in pseudocode, with MATLAB or R code provided for all important examples.