MARC details
| 000 -LEADER |
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04048nam a22005055i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-0-387-24149-4 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250710083930.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100301s2005 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387241494 |
| -- |
99780387241494 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/b102601 |
| Source of number or code |
doi |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.6 |
| Edition information |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Bartholomew-Biggs, Michael. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Nonlinear Optimization with Financial Applications |
| Medium |
[recurso electrónico] / |
| Statement of responsibility, etc. |
by Michael Bartholomew-Biggs. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Boston, MA : |
| Name of producer, publisher, distributor, manufacturer |
Springer US, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2005. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XVII, 261p. 20 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
recurso en línea |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Portfolio Optimization -- One-Variable Optimization -- Optimal Portfolios with N Assets -- Unconstrained Optimization in N Variables -- The Steepest Descent Method -- The Newton Method -- Quasi-Newton Methods -- Conjugate Gradient Methods -- Optimal Portfolios with Restrictions -- Larger-Scale Portfolios -- Data-Fitting & The Gauss-Newton Method -- Equality Constrained Optimization -- Linear Equality Constraints -- Penalty Function Methods -- Sequential Quadratic Programming -- Further Portfolio Problems -- Inequality Constrained Optimization -- Extending Equality-Constraint Methods to Inequalities -- Barrier Function Methods -- Interior Point Methods -- Data Fitting Using Inequality Constraints -- Portfolio Re-Balancing and other Problems -- Global Unconstrained Optimization. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
• The book introduces the key ideas behind practical nonlinear optimization. • Computational finance-an increasingly popular area of mathematics degree programmes-is combined here with the study of an important class of numerical techniques. • The financial content of the book is designed to be relevant and interesting to specialists. However, this material-which occupies about one-third of the text-is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. • The essentials of most currently popular algorithms are described and their performance is demonstrated on a range of optimization problems arising in financial mathematics. • Theoretical convergence properties of methods are stated and formal proofs are provided in enough cases to be instructive rather than overwhelming. • Practical behaviour of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. • Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes). • The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision. Audience 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
ELECTRONIC DATA PROCESSING. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
COMPUTER SCIENCE |
| General subdivision |
MATHEMATICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
NUMERICAL ANALYSIS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICAL OPTIMIZATION. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
OPERATIONS RESEARCH. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
BANKS AND BANKING. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
OPTIMIZATION. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
NUMERIC COMPUTING. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
COMPUTATIONAL MATHEMATICS AND NUMERICAL ANALYSIS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
FINANCE /BANKING. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
NUMERICAL ANALYSIS. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9781402081101 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/b102601">http://dx.doi.org/10.1007/b102601</a> |
| Public note |
Ver el texto completo en las instalaciones del CICY |
| 912 ## - |
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| -- |
ZDB-2-SMA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Libros electrónicos |
