| 書目名稱 | Nonlinear Optimization with Financial Applications | | 編輯 | Michael Bartholomew-Biggs | | 視頻video | http://file.papertrans.cn/668/667611/667611.mp4 | | 概述 | Contains state-of-the-art research findings.Includes supplementary material: | | 圖書封面 |  | | 描述 | .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 book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performance is demonstrated on a range of optimization problems arising in financial mathematics. Theoretical convergence properties of methods are stated, and formal proofs are provided in enough cases to be instructive rather than overwhelming. Practical behavior of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes). The author has been active in optimization for over thirty years in algor | | 出版日期 | Book 2005 | | 版次 | 1 | | doi | https://doi.org/10.1007/b102601 | | isbn_softcover | 978-1-4899-8119-6 | | isbn_ebook | 978-0-387-24149-4 | | copyright | Springer-Verlag US 2005 |
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