The Resource Nonlinear optimization with financial applications, Michael Bartholomew-Biggs
Nonlinear optimization with financial applications, Michael Bartholomew-Biggs
Resource Information
The item Nonlinear optimization with financial applications, Michael Bartholomew-Biggs represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Nonlinear optimization with financial applications, Michael Bartholomew-Biggs represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
- Summary
-
- "The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization."--Jacket
- "The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization."--Jacket
- Language
- eng
- Extent
- xvii, 261 pages
- Contents
-
- 5.
- The steepest descent method
- 6.
- The Newton method
- 7.
- Quasi-Newton methods
- 8.
- Conjugate gradient methods
- 9.
- Optimal portfolios with restrictions
- 1.
- 10.
- Larger-scale portfolios
- 11.
- Data-fitting & the Gauss-Newton method
- 12.
- Equality constrained optimization
- 13.
- Linear equality constraints
- 14.
- Penalty function methods
- Portfolio optimization
- 15.
- Sequential quadratic programming
- 16.
- Further portfolio problems
- 17.
- Inequality constrained optimization
- 18.
- Extending equality-constraint methods
- 19.
- Barrier function methods
- 2.
- 20.
- Interior point methods
- 21.
- Data fitting using inequality constraints
- 22.
- Portfolio re-balancing and other problems
- 23.
- Global unconstrained optimization
- One-variable optimization
- 3.
- Optimal portfolios with N assets
- 4.
- Unconstrained optimization in N variables
- Isbn
- 9780387241494
- Label
- Nonlinear optimization with financial applications
- Title
- Nonlinear optimization with financial applications
- Statement of responsibility
- Michael Bartholomew-Biggs
- Subject
-
- Finanzmathematik
- Mathematical optimization
- Mathematical optimization
- Mathematical optimization
- Nichtlineare Optimierung
- Nichtlineare Optimierung
- Nonlinear programming
- Finanzmathematik
- Nonlinear programming
- Optimaliseren
- Otimização matemática
- Portfolio Selection
- Portfolio Selection
- Programação não linear
- Nonlinear programming
- Language
- eng
- Summary
-
- "The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization."--Jacket
- "The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization."--Jacket
- Cataloging source
- TOQ
- http://library.link/vocab/creatorName
- Bartholomew-Biggs, Michael C
- Dewey number
- 519.7/6
- Illustrations
- illustrations
- Index
- index present
- LC call number
- T57.8
- LC item number
- .B37 2005
- Literary form
- non fiction
- Nature of contents
- bibliography
- http://library.link/vocab/subjectName
-
- Nonlinear programming
- Mathematical optimization
- Mathematical optimization
- Nonlinear programming
- Finanzmathematik
- Nichtlineare Optimierung
- Portfolio Selection
- Optimaliseren
- Otimização matemática
- Programação não linear
- Label
- Nonlinear optimization with financial applications, Michael Bartholomew-Biggs
- Bibliography note
- Includes bibliographical references (pages 255-258) and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
-
- 5.
- The steepest descent method
- 6.
- The Newton method
- 7.
- Quasi-Newton methods
- 8.
- Conjugate gradient methods
- 9.
- Optimal portfolios with restrictions
- 1.
- 10.
- Larger-scale portfolios
- 11.
- Data-fitting & the Gauss-Newton method
- 12.
- Equality constrained optimization
- 13.
- Linear equality constraints
- 14.
- Penalty function methods
- Portfolio optimization
- 15.
- Sequential quadratic programming
- 16.
- Further portfolio problems
- 17.
- Inequality constrained optimization
- 18.
- Extending equality-constraint methods
- 19.
- Barrier function methods
- 2.
- 20.
- Interior point methods
- 21.
- Data fitting using inequality constraints
- 22.
- Portfolio re-balancing and other problems
- 23.
- Global unconstrained optimization
- One-variable optimization
- 3.
- Optimal portfolios with N assets
- 4.
- Unconstrained optimization in N variables
- Control code
- 58522886
- Dimensions
- 25 cm
- Extent
- xvii, 261 pages
- Isbn
- 9780387241494
- Lccn
- 2005285244
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Other control number
- 9781402081101
- Other physical details
- illustrations
- System control number
- (OCoLC)58522886
- Label
- Nonlinear optimization with financial applications, Michael Bartholomew-Biggs
- Bibliography note
- Includes bibliographical references (pages 255-258) and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
-
- 5.
- The steepest descent method
- 6.
- The Newton method
- 7.
- Quasi-Newton methods
- 8.
- Conjugate gradient methods
- 9.
- Optimal portfolios with restrictions
- 1.
- 10.
- Larger-scale portfolios
- 11.
- Data-fitting & the Gauss-Newton method
- 12.
- Equality constrained optimization
- 13.
- Linear equality constraints
- 14.
- Penalty function methods
- Portfolio optimization
- 15.
- Sequential quadratic programming
- 16.
- Further portfolio problems
- 17.
- Inequality constrained optimization
- 18.
- Extending equality-constraint methods
- 19.
- Barrier function methods
- 2.
- 20.
- Interior point methods
- 21.
- Data fitting using inequality constraints
- 22.
- Portfolio re-balancing and other problems
- 23.
- Global unconstrained optimization
- One-variable optimization
- 3.
- Optimal portfolios with N assets
- 4.
- Unconstrained optimization in N variables
- Control code
- 58522886
- Dimensions
- 25 cm
- Extent
- xvii, 261 pages
- Isbn
- 9780387241494
- Lccn
- 2005285244
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Other control number
- 9781402081101
- Other physical details
- illustrations
- System control number
- (OCoLC)58522886
Subject
- Finanzmathematik
- Mathematical optimization
- Mathematical optimization
- Mathematical optimization
- Nichtlineare Optimierung
- Nichtlineare Optimierung
- Nonlinear programming
- Finanzmathematik
- Nonlinear programming
- Optimaliseren
- Otimização matemática
- Portfolio Selection
- Portfolio Selection
- Programação não linear
- Nonlinear programming
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Nonlinear-optimization-with-financial/1pCf5ZFKOAU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Nonlinear-optimization-with-financial/1pCf5ZFKOAU/">Nonlinear optimization with financial applications, Michael Bartholomew-Biggs</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
