Nonlinear Optimization with Financial Applications

• Main Author: Bartholomew-Biggs, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2005.
• Subjects: Mathematics.; Finance.; Numerical analysis.; Computer mathematics.; Mathematical optimization.; Operations research.; Management science.; Optimization.; Operations Research, Management Science.; Numeric Computing.; Computational Mathematics and Numerical Analysis.; Finance, general.; Numerical Analysis.

• 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 rel...