Nonlinear Optimization with Financial Applications (eBook, PDF)

Nonlinear Optimization with Financial Applications (eBook, PDF)

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. The book introduces the key ideas behind practical nonlinear optimization. . Computational finance-an increasingly popular area of mathematics degree programmes-is combined here with the study of an important class of numerical techniques. . The financial content of the book is designed to be relevant and interesting to specialists. However, this material-which occupies about one-third of the text-is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. . The essentials of most currently popular algorithms are described and their perform...

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