Optimizing Optimization
The Next Generation of Optimization Applications and Theory
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell's nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitat…
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Produktdetails
- ISBN: 978-0-08-095920-7
- EAN: 9780080959207
- Produktnummer: 35978289
- Verlag: Elsevier Science & Techn.
- Sprache: Englisch
- Erscheinungsjahr: 2009
- Seitenangabe: 328 S.
- Plattform: EPUB
- Abbildungen: Illustrated
Über den Autor
Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
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