Introduction to modern portfolio optimization with NuOPT and S-PLUS Bernd Scherer, R. Douglas Martin.
By: Scherer, Bernd Michael
.
Contributor(s): Martin, R. Douglas.
New York Springer 2005Description: xvii, 405 páginas ilustrado 25 cm.ISBN: 9780387210162; 0387210164.Subject(s): Portfolio management -- Data processing | Administración de cartera -- Procesamiento de datosDDC classification: 332.645
Contents:
SpringerLink ebooks - Mathematics and Statistics (2005)
Linear and quadratic programming -- General optimization with simple -- Advanced issues in mean-variance optimization -- Resampling and portfolio choice --Scenario optimization: Addressing non-normlity -- Robust statistical methods for portolio construction -- Bayes methods
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.645 / SC326i (Browse shelf) | Ej. 1 | Available | 8000022225 |
Total holds: 0
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| 332.645 / D486d Derivatives and internal models | 332.645 / O'99t The business of options | 332.645 / R852o Option pricing models and volatility using Excel-VBA | 332.645 / SC326i Introduction to modern portfolio optimization with NuOPT and S-PLUS | 332.645 / SI616v Volatility trading | 332.645 / T143d Dynamic hedging | 332.645 / T232q Quantitative methods in derivatives pricing |
Incluye referencias bibliográficas (p. 393-399) e índice.
Linear and quadratic programming -- General optimization with simple -- Advanced issues in mean-variance optimization -- Resampling and portfolio choice --Scenario optimization: Addressing non-normlity -- Robust statistical methods for portolio construction -- Bayes methods
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