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Stochastic Optimization Models in Finance

Editor

Listed:
  • William T Ziemba
    (University of British Columbia, Canada)

  • Raymond G Vickson
    (University of Waterloo, Canada)

Abstract

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • William T Ziemba & Raymond G Vickson (ed.), 2006. "Stochastic Optimization Models in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6101, August.
    • Handle: RePEc:wsi:wsbook:6101
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/6101
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    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    Keywords

    Stochastics; Stochastic Optimization Models; Finance;
    All these keywords.

    JEL classification:

    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

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