Nonlinear Optimization With Financial Applications
DOWNLOAD
Download Nonlinear Optimization With Financial Applications PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Nonlinear Optimization With Financial Applications book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Nonlinear Optimization With Financial Applications
DOWNLOAD
Author : Michael Bartholomew-Biggs
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-07-21
Nonlinear Optimization With Financial Applications written by Michael Bartholomew-Biggs and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-07-21 with Mathematics categories.
This instructive book introduces the key ideas behind practical nonlinear optimization, accompanied by computational examples and supporting software. It combines computational finance with an important class of numerical techniques.
Nonlinear Optimization With Financial Applications
DOWNLOAD
Author : Michael Bartholomew-Biggs
language : en
Publisher: Springer
Release Date : 2008-11-01
Nonlinear Optimization With Financial Applications written by Michael Bartholomew-Biggs and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-01 with Mathematics categories.
This instructive book introduces the key ideas behind practical nonlinear optimization, accompanied by computational examples and supporting software. It combines computational finance with an important class of numerical techniques.
Nonlinear Optimization With Engineering Applications
DOWNLOAD
Author : Michael Bartholomew-Biggs
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-16
Nonlinear Optimization With Engineering Applications written by Michael Bartholomew-Biggs and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-16 with Mathematics categories.
This textbook examines a broad range of problems in science and engineering, describing key numerical methods applied to real life. The case studies presented are in such areas as data fitting, vehicle route planning and optimal control, scheduling and resource allocation, sensitivity calculations and worst-case analysis. Chapters are self-contained with exercises provided at the end of most sections. Nonlinear Optimization with Engineering Applications is ideal for self-study and classroom use in engineering courses at the senior undergraduate or graduate level. The book will also appeal to postdocs and advanced researchers interested in the development and use of optimization algorithms.
Nonlinear Optimization
DOWNLOAD
Author : H. A. Eiselt
language : en
Publisher: Springer Nature
Release Date : 2019-11-09
Nonlinear Optimization written by H. A. Eiselt and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-09 with Mathematics categories.
This book provides a comprehensive introduction to nonlinear programming, featuring a broad range of applications and solution methods in the field of continuous optimization. It begins with a summary of classical results on unconstrained optimization, followed by a wealth of applications from a diverse mix of fields, e.g. location analysis, traffic planning, and water quality management, to name but a few. In turn, the book presents a formal description of optimality conditions, followed by an in-depth discussion of the main solution techniques. Each method is formally described, and then fully solved using a numerical example.
Nonlinear Optimization With Engineering Applications
DOWNLOAD
Author : Michael Bartholomew-Biggs
language : en
Publisher: Springer
Release Date : 2008-11-01
Nonlinear Optimization With Engineering Applications written by Michael Bartholomew-Biggs and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-01 with Mathematics categories.
This textbook examines a broad range of problems in science and engineering, describing key numerical methods applied to real life. The case studies presented are in such areas as data fitting, vehicle route planning and optimal control, scheduling and resource allocation, sensitivity calculations and worst-case analysis. Chapters are self-contained with exercises provided at the end of most sections. Nonlinear Optimization with Engineering Applications is ideal for self-study and classroom use in engineering courses at the senior undergraduate or graduate level. The book will also appeal to postdocs and advanced researchers interested in the development and use of optimization algorithms.
Optimization Methods In Finance
DOWNLOAD
Author : Gerard Cornuejols
language : en
Publisher: Cambridge University Press
Release Date : 2006-12-21
Optimization Methods In Finance written by Gerard Cornuejols and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-12-21 with Mathematics categories.
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.
Continuous Time Stochastic Control And Optimization With Financial Applications
DOWNLOAD
Author : Huyên Pham
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-05-28
Continuous Time Stochastic Control And Optimization With Financial Applications written by Huyên Pham and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-05-28 with Mathematics categories.
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc. This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.
Nonlinear Optimization And Related Topics
DOWNLOAD
Author : Gianni Pillo
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Nonlinear Optimization And Related Topics written by Gianni Pillo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
This volume contains the edited texts of the lectures presented at the Workshop on Nonlinear Optimization held in Erice, Sicily, at the "G. Stampacchia" School of Mathematics of the "E. Majorana" Centre for Scientific Culture, June 23 -July 2, 1998. In the tradition of these meetings, the main purpose was to review and discuss recent advances and promising research trends concerning theory, algorithms and innovative applications in the field of Nonlinear Optimization, and of related topics such as Convex Optimization, Nonsmooth Optimization, Variational Inequalities and Complementarity Problems. The meeting was attended by 83 people from 21 countries. Besides the lectures, several formal and informal discussions took place. The result was a wide and deep knowledge of the present research tendencies in the field. We wish to express our appreciation for the active contribution of all the par ticipants in the meeting. Our gratitude is due to the Ettore Majorana Centre in Erice, which offered its facilities and rewarding environment: its staff was certainly instrumental for the success of the meeting. Our gratitude is also due to Francisco Facchinei and Massimo Roma for the effort and time devoted as members of the Organising Committee. We are indebted to the Italian National Research Council, and in particular to the Group on Functional Analysis and its Applications and to the Committees on Engineering Sciences and on Information Sciences and Technolo gies for their financial support. Finally, we address our thanks to Kluwer Academic Publishers for having offered to publish this volume.
Elements Of Optimization
DOWNLOAD
Author : Delia Koo
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Elements Of Optimization written by Delia Koo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Science categories.
This book attempts to present the concepts which underlie the various optimization procedures which are commonly used. It is written primarily for those scientists such as economists, operations researchers, and en gineers whose main tools of analysis involve optimization techniques and who possess a (not very sharp) knowledge of one or one-and-a-half year's calculus through partial differentiation and Taylor's theorem and some acquaintance with elementary vector and matrix terminology. Such a scientist is frequently confronted with expressions such as Lagrange multi pliers, first-and second-order conditions, linear programming and activity analysis, duality, the Kuhn-Tucker conditions, and, more recently, dy namic programming and optimal control. He or she uses or needs to use these optimization techniques, and would like to feel more comfortable with them through better understanding of their underlying mathematical concepts, but has no immediate use for a formal theorem-proof treatment which quickly abstracts to a general case of n variables and uses a style and terminology that are discouraging to people who are not mathematics majors. The emphasis of this book is on clarity and plausibility. Through examples which are worked out step by step in detail, I hope to illustrate some tools which will be useful to scientists when they apply optimization techniques to their problems. Most of the chapters may be read independently of each other-with the exception of Chapter 6, which depends on Chapter 5. For instance, the reader will find little or no difficulty in reading Chapter 8 without having read the previous chapters.
Optimization In Economics And Finance
DOWNLOAD
Author : Bruce D. Craven
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-10-24
Optimization In Economics And Finance written by Bruce D. Craven and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-24 with Business & Economics categories.
Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.