Coverart for item
The Resource Nonlinear optimization with financial applications, Michael Bartholomew-Biggs

Nonlinear optimization with financial applications, Michael Bartholomew-Biggs

Label
Nonlinear optimization with financial applications
Title
Nonlinear optimization with financial applications
Statement of responsibility
Michael Bartholomew-Biggs
Creator
Subject
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
Instantiates
Publication
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
9781402081101
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
Publication
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
9781402081101
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

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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