Nonliner Optimization with Financial Applications (Record no. 6978)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02195nam a2200265Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251111150749.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220909b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1402081103 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | SL1558448 |
| 037 ## - SOURCE OF ACQUISITION | |
| Terms of availability | Textbook |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Language of cataloging | eng |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B289310bX:6 P5;1 TOR |
| Assigning agency | CSL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bartholomew-Biggs, Michael |
| Relator term | author. |
| 9 (RLIN) | 850693 |
| 245 #0 - TITLE STATEMENT | |
| Title | Nonliner Optimization with Financial Applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Boston : |
| Name of publisher, distributor, etc. | Kluwer Academic Publishers , |
| Date of publication, distribution, etc. | 2005 . |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii,261p. |
| 500 ## - GENERAL NOTE | |
| General note | Includes Appendix 253-254p.; References 255-258p.; Index 259-261p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The book introduces the key ideas behind practical nonlinear optimization. Computational finance – an increasingly popular area of mathematics degree programs – 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 behavior 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Portfolio Optimization. |
| 9 (RLIN) | 850694 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Operational Research. |
| 9 (RLIN) | 850695 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Classification part | B289310bX:6 P5;1 TOR |
| Koha item type | Textbook |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Central Science Library | Central Science Library | 2012-06-19 | 36, 15/06/2012, N R Book Distributors | B289310bX:6 P5;1 TOR | SL1558448 | 2022-09-12 | 2022-09-12 | Textbook |