Nonlinear Optimization with Financial Applications

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Author(s): Michael Bartholomew-Biggs
Format: Paperback
Publisher: Springer-Verlag New York Inc., United States
Imprint: Springer-Verlag New York Inc.
ISBN-13: 9781489981196, 978-1489981196

Synopsis

This instructive book introduces the key ideas behind practical nonlinear optimization, accompanied by computational examples and supporting software. It combines computational finance with an important class of numerical techniques.