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