{"product_id":"9781402008405","title":"Applied Optimization","description":"\u003ch1\u003eApplied Optimization\u003c\/h1\u003e \u003ch2\u003eDupacova, Jitka; Hurt, J.; Stepan, J.\u003c\/h2\u003e \u003cp\u003eIn Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.\u003cbr\u003ePart II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset \u0026amp; liability management, value at risk. The method explanation takes into account the computational aspects.\u003cbr\u003ePart III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2002-08-31\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9781402008405\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/b101992\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 386\u003c\/p\u003e ","brand":"Springer US","offers":[{"title":"Default Title","offer_id":46539779145868,"sku":"9781402008405","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781402008405.jpg?v=1775681816","url":"https:\/\/lateknightbooks.com\/products\/9781402008405","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}