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Item Details
| Title:
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OPTIMISATION, ECONOMETRIC AND FINANCIAL ANALYSIS
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| By: |
Erricos John Kontoghiorghes (Editor), Cristian Gatu (Editor) |
| Format: |
Hardback |
| List price:
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£132.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540366253 |
| ISBN 13: |
9783540366256 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
1 November, 2006 |
| Series: |
Advances in Computational Management Science v. 9 |
| Pages: |
278 |
| Description: |
Addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques. This book also addresses optimisation problems and decision modeling. |
| Synopsis: |
This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modeling, emphasizing computational optimisation methods and techniques. The first part addresses optimisation problems and decision modeling, plus applications of supply chain and worst-case modeling and advances in methodological aspects of optimisation techniques. The second part covers optimisation heuristics, filtering, signal extraction and time series models. The final part discusses optimisation in portfolio selection and real option modeling. |
| Illustrations: |
17 black & white tables, biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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