ANDREA CONSIGLIO is professor of Mathematical Finance at the
University of Palermo, Italy. He has held positions at the
University of Calabria and at the University of Cyprus. He has
participated in consultancy projects with the Banca della Svizzera
Italiana, Switzerland and Prometeia, Italy. He has co-authored one
book and numerous articles for various leading academic journals.
In 2006 he was awarded the EURO Excellence in Practice Award,
jointly with Stavros A. Zenios and Flavio Cocco. His research
interests encompass many areas in the field of financial modeling
and computational finance. He holds a Ph D in applied mathematics to
finance and economics.
SØREN NIELSEN (1959-2003) was an Associate Professor
in the Department of Informatics and Mathematical Modeling at the
Technical University of Denmark. He worked at the World Bank and
the University of Texas at Austin. He held degrees in computer
science and a Ph D in decision sciences from the Wharton School of
the University of Pennsylvania.
STAVROS A. ZENIOS is Professor of Finance and Management
Science at the University of Cyprus, Director of the HERMES
European Centre of Excellence on Computational Finance and
Economics, and Senior Fellow at the Wharton Financial Institutions
Centre of the University of Pennsylvania. He has co-authored more
than 130 articles in some of the premier journals in the filed,
serves on the editorial board of six journals, and received
numerous awards for his research and publications. His previous
books include Practical Financial Optimization: Decision Making
for Financial Engineers (Blackwell Publishing, 2007);
Performance of Financial Institutions: Efficiency, Innovation,
Regulation (Cambridge University Press, 2000); Parallel
Optimization: Theory, Algorithms, and Applications (Oxford
University Press, 1997); and Financial Optimization
(Cambridge University Press, 1996).
5 Ebooki wg Stavros A. Zenios
Soren S Nielson & Andrea Consiglio: Practical Financial Optimization
In Practical Financial Optimization: A Library of GAMS
Models, the authors provide a diverse set of models for
portfolio optimization, based on the General Algebraic Modelling
System. 'GAMS’ …
PDF
Angielski
DRM
€61.99
Soren S Nielson & Andrea Consiglio: Practical Financial Optimization
In Practical Financial Optimization: A Library of GAMS
Models, the authors provide a diverse set of models for
portfolio optimization, based on the General Algebraic Modelling
System. 'GAMS’ …
EPUB
Angielski
DRM
€61.99
Stavros A. Zenios & William T. Ziemba: Handbook of Asset and Liability Management
This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm’s operations and tactics with its uncertain environment. …
PDF
Angielski
DRM
€150.34
Stavros A. Zenios & William T. Ziemba: Handbook of Asset and Liability Management
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series presents an accurate …
EPUB
Angielski
DRM
€131.93
Rita L. D’Ecclesia & Stavros A. Zenios: Operations Research Models in Quantitative Finance
The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve …
PDF
Angielski
DRM
€112.61