The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.
- ISBN13 9780123749529
- Publish Date 11 November 2009 (first published 1 January 2009)
- Publish Status Out of Print
- Out of Print 10 March 2022
- Publish Country US
- Publisher Elsevier Science Publishing Co Inc
- Imprint Academic Press Inc
- Format Hardcover
- Pages 328
- Language English