skip to main content
Visitante
Meu Espaço
Minha Conta
Sair
Identificação
This feature requires javascript
Tags
Revistas Eletrônicas (eJournals)
Livros Eletrônicos (eBooks)
Bases de Dados
Bibliotecas USP
Ajuda
Ajuda
Idioma:
Inglês
Espanhol
Português
This feature required javascript
This feature requires javascript
Primo Search
Busca Geral
Busca Geral
Acervo Físico
Acervo Físico
Produção Intelectual da USP
Produção USP
Search For:
Clear Search Box
Search in:
Busca Geral
Or hit Enter to replace search target
Or select another collection:
Search in:
Busca Geral
Busca Avançada
Busca por Índices
This feature requires javascript
This feature requires javascript
Nonlinear
Optimization
with Financial Applications
Bartholomew-Biggs, Micael
New York, NY: Kluwer Academic Publishers 2005
Texto completo disponível
Citações
Citado por
Exibir Online
Detalhes
Resenhas & Tags
Mais Opções
Nº de Citações
This feature requires javascript
Enviar para
Adicionar ao Meu Espaço
Remover do Meu Espaço
E-mail (máximo 30 registros por vez)
Imprimir
Link permanente
Referência
EasyBib
EndNote
RefWorks
del.icio.us
Exportar RIS
Exportar BibTeX
This feature requires javascript
Título:
Nonlinear
Optimization
with Financial Applications
Autor:
Bartholomew-Biggs, Micael
Assuntos:
Computational Mathematics and Numerical Analysis
;
Finance, general
;
Mathematics
;
Mathematics and Statistics
;
Nonlinear programming
;
Numeric Computing
;
Numerical Analysis
;
Operations Research, Management Science
;
Optimization
Descrição:
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.
Editor:
New York, NY: Kluwer Academic Publishers
Data de criação/publicação:
2005
Formato:
276
Idioma:
Inglês
This feature requires javascript
This feature requires javascript
Voltar para lista de resultados
Anterior
Resultado
4
Avançar
This feature requires javascript
This feature requires javascript
Buscando em bases de dados remotas. Favor aguardar.
Buscando por
em
scope:(USP_VIDEOS),scope:("PRIMO"),scope:(USP_FISICO),scope:(USP_EREVISTAS),scope:(USP),scope:(USP_EBOOKS),scope:(USP_PRODUCAO),primo_central_multiple_fe
Mostrar o que foi encontrado até o momento
This feature requires javascript
This feature requires javascript
Anterior
Página Inicial
RSS
Feed
Políticas
Fale Conosco
Logos de Redes Sociais: 
Logos de Redes Sociais: