Optimizing Optimization: The Next Generation of Optimization Applications and Theory
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The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell's nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.
Format:Hardcover
Language:English
ISBN:B007YXQOH4
ISBN13:9780123749529
Release Date:October 2009
Publisher:Academic Press
Length:306 Pages
Weight:1.44 lbs.
Dimensions:0.8" x 6.5" x 9.1"
Customer Reviews
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