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Nonlinear Optimization with Financial Applications [Repost]

Posted By: Free butterfly
Nonlinear Optimization with Financial Applications [Repost]

Nonlinear Optimization with Financial Applications by Michael Bartholomew-Biggs
English | 4 Jan. 2005 | ISBN: 1402081103 | 280 Pages | PDF | 5 MB

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.