الصفحة 1
الصفحة 1
Nonlinear Optimization with Financial Applications
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 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
Intelligent decision support : Current challenges and approaches
This anthology contains contributions addressing current challenges and approaches of intelligent decision support in organizations. The main foci are on: - quantitative decision problems in transportation, production, finance and marketing - business process optimization and information systems design - special problems of intelligent decision support which have their source in areas such as human resources management, information management and economic theory.
