Nonlinear Optimization with Financial Applications

Michael Bartholomew-Biggs

Nonlinear Optimization with Financial Applications
Format
Paperback
Publisher
Springer-Verlag New York Inc.
Country
United States
Published
21 November 2014
Pages
261
ISBN
9781489981196

Nonlinear Optimization with Financial Applications

Michael Bartholomew-Biggs

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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.

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