Nonlinear Optimization with Financial Applications

by Michael Bartholomew-Biggs

Book Overview

The book introduces the key ideas behind practical nonlinear optimization. Computational finance - an increasingly popular area of mathematics degree programs - 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...

• Format: Paperback
• Language: English
• ISBN: 1489981195
• ISBN13: 9781489981196
• Release Date: November 2014
• Publisher: Springer
• Length: 261 Pages
• Weight: 0.87 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"