Stochastic Optimization Models in Finance (2006 Edition) (Hardcover) (ISBN-13: 9789812568007)

A reprint 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. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever.

Author: William T. Ziemba
ISBN-10: 981256800X
ISBN-13: 9789812568007
Publisher: World Scientific Publishing Company
Language: English
Published: 09/12/2006
Pages: 756
Format: Hardcover
Weight: 2.62lbs
Size: 8.98h x 6.40w x 1.56d