Practical Financial Optimization: Decision Making for Financial EngineersISBN: 978-1-4051-3200-8
Hardcover
432 pages
February 2008, Wiley-Blackwell
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 15-20 days delivery time. The book is not returnable.
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Foreword: Harry M. Markowitz.
Preface.
Acknowledgments.
Notation.
List of Models.
I. Introduction.
1. An Optimization View of Financial Engineering.
2. Basics of Risk Management.
II. Portfolio Optimization Models.
3. Mean-Variance Analysis.
4. Portfolio Models for Fixed Income.
5. Scenario Optimization.
6. Dynamic Portfolio Optimization with Stochastic Programming.
7. Index Funds.
8. Designing Financial Products.
9. Scenario Generation.
III. Applications.
10. International Asset Allocation.
11. Corporate Bond Portfolios.
12. Insurance Policies with Guarantees.
13. Personal Financial Planning.
IV. Library of Financial Optimization Models.
14. FINLIB: A Library of Financial Optimization Models.
Bibliography.
Index
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