Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more.Options and Other Topics Sheldon M. Ross ... an efficient algorithm for finding the optimal investment strategy when a fixed amount of money is to be invested in integral amounts among n projects, each having its own return function. Sectionanbsp;...

Title | : | An Elementary Introduction to Mathematical Finance |

Author | : | Sheldon M. Ross |

Publisher | : | Cambridge University Press - 2003 |

Continue