Nonlinear optimization with financial applications:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boston [u.a.]
Kluwer
2005
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Item Description: | Literaturverz. S. [255] - 258 |
| Physical Description: | XVII, 261 S. graph. Darst. |
| ISBN: | 1402081103 0387241493 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV021241820 | ||
| 003 | DE-604 | ||
| 005 | 20101207 | ||
| 007 | t | ||
| 008 | 051125s2005 xxud||| |||| 00||| eng d | ||
| 020 | |a 1402081103 |9 1-4020-8110-3 | ||
| 020 | |a 0387241493 |9 0-387-24149-3 | ||
| 035 | |a (OCoLC)58522886 | ||
| 035 | |a (DE-599)BVBBV021241820 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-19 |a DE-739 |a DE-20 |a DE-91G |a DE-824 |a DE-703 |a DE-11 |a DE-521 |a DE-706 | ||
| 050 | 0 | |a QA402.5 | |
| 050 | 0 | |a T57.8 | |
| 082 | 0 | |a 519.7/6 |2 22 | |
| 084 | |a QK 810 |0 (DE-625)141682: |2 rvk | ||
| 084 | |a SK 870 |0 (DE-625)143265: |2 rvk | ||
| 084 | |a SK 890 |0 (DE-625)143267: |2 rvk | ||
| 084 | |a WIR 160f |2 stub | ||
| 084 | |a MAT 916f |2 stub | ||
| 100 | 1 | |a Bartholomew-Biggs, Michael C. |e Verfasser |0 (DE-588)137821816 |4 aut | |
| 245 | 1 | 0 | |a Nonlinear optimization with financial applications |c Michael Bartholomew-Biggs |
| 264 | 1 | |a Boston [u.a.] |b Kluwer |c 2005 | |
| 300 | |a XVII, 261 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Literaturverz. S. [255] - 258 | ||
| 650 | 7 | |a Optimaliseren |2 gtt | |
| 650 | 4 | |a Optimisation mathématique | |
| 650 | 7 | |a Otimização matemática |2 larpcal | |
| 650 | 7 | |a Programação não linear |2 larpcal | |
| 650 | 4 | |a Programmation non linéaire | |
| 650 | 4 | |a Mathematical optimization | |
| 650 | 4 | |a Nonlinear programming | |
| 650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Nichtlineare Optimierung |0 (DE-588)4128192-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Portfolio Selection |0 (DE-588)4046834-3 |D s |
| 689 | 0 | 1 | |a Nichtlineare Optimierung |0 (DE-588)4128192-5 |D s |
| 689 | 0 | 2 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m Digitalisierung UBPassau |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 856 | 4 | 2 | |m Digitalisierung UB Passau |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Klappentext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-014284510 | ||
Record in the Search Index
| _version_ | 1804134689619836928 |
|---|---|
| adam_text | Contents
List of Figures
List of Tables xiii
Prefece xv
1.
1
2
3
4
5
6
7
2.
1
2
3
4
5
6
3.
1
2
3
4
VI
4.
1
2
3
4
5.
1
2
3
4
5
6
6.
1
2
3
4
5
7.
1
2
3
4
5
6
8.
1
2
3
4
5
Contenta
9 OPTIMAL
RESTRICTIONS
1
2
3
4
10.
1
2
3
4
11.
1
2
3
4
5
6
12.
1
2
3
4
5
13.
1
2
3
4
5
14.
1
2
Vili
3
4
5
15.
1
2
3
4
5
16.
1
2
3
17.
1
2
3
4
5
18.
1
2
3
4
5
6
19.
1
2
3
20.
1
2
Contents ix
3 An
4
21.
1
2
22.
1
2
3
23.
243
244
245
247
249
253
255
259
1
Introduction
2
Multi-start methods
3
DIRECT
4
Numerical examples
5
Global optimization in portfolio selection
Appendix
References
Index
•
•
programmes
numerical techniques.
•
specialists. However, this material
text
optimization courses of a more general nature.
•
performance is demonstrated on a range of optimization problems arising .in
financial mathematics.
•
provided in enough cases to be instructive rather than overwhelming.
•
discussions of efficiency, accuracy and computational costs.
•
does not require the reader to use or understand these particular codes).
•
development and application and in teaching and research supervision.
|
| adam_txt |
Contents
List of Figures
List of Tables xiii
Prefece xv
1.
1
2
3
4
5
6
7
2.
1
2
3
4
5
6
3.
1
2
3
4
VI
4.
1
2
3
4
5.
1
2
3
4
5
6
6.
1
2
3
4
5
7.
1
2
3
4
5
6
8.
1
2
3
4
5
Contenta
9 OPTIMAL
RESTRICTIONS
1
2
3
4
10.
1
2
3
4
11.
1
2
3
4
5
6
12.
1
2
3
4
5
13.
1
2
3
4
5
14.
1
2
Vili
3
4
5
15.
1
2
3
4
5
16.
1
2
3
17.
1
2
3
4
5
18.
1
2
3
4
5
6
19.
1
2
3
20.
1
2
Contents ix
3 An
4
21.
1
2
22.
1
2
3
23.
243
244
245
247
249
253
255
259
1
Introduction
2
Multi-start methods
3
DIRECT
4
Numerical examples
5
Global optimization in portfolio selection
Appendix
References
Index
•
•
programmes
numerical techniques.
•
specialists. However, this material
text
optimization courses of a more general nature.
•
performance is demonstrated on a range of optimization problems arising .in
financial mathematics.
•
provided in enough cases to be instructive rather than overwhelming.
•
discussions of efficiency, accuracy and computational costs.
•
does not require the reader to use or understand these particular codes).
•
development and application and in teaching and research supervision. |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Bartholomew-Biggs, Michael C. |
| author_GND | (DE-588)137821816 |
| author_facet | Bartholomew-Biggs, Michael C. |
| author_role | aut |
| author_sort | Bartholomew-Biggs, Michael C. |
| author_variant | m c b b mcb mcbb |
| building | Verbundindex |
| bvnumber | BV021241820 |
| callnumber-first | Q - Science |
| callnumber-label | QA402 |
| callnumber-raw | QA402.5 T57.8 |
| callnumber-search | QA402.5 T57.8 |
| callnumber-sort | QA 3402.5 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QK 810 SK 870 SK 890 |
| classification_tum | WIR 160f MAT 916f |
| ctrlnum | (OCoLC)58522886 (DE-599)BVBBV021241820 |
| dewey-full | 519.7/6 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.7/6 |
| dewey-search | 519.7/6 |
| dewey-sort | 3519.7 16 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02420nam a2200577 c 4500</leader><controlfield tag="001">BV021241820</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20101207 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">051125s2005 xxud||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1402081103</subfield><subfield code="9">1-4020-8110-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387241493</subfield><subfield code="9">0-387-24149-3</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)58522886</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021241820</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-706</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA402.5</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">T57.8</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.7/6</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 810</subfield><subfield code="0">(DE-625)141682:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 870</subfield><subfield code="0">(DE-625)143265:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 890</subfield><subfield code="0">(DE-625)143267:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 160f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 916f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bartholomew-Biggs, Michael C.</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)137821816</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Nonlinear optimization with financial applications</subfield><subfield code="c">Michael Bartholomew-Biggs</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boston [u.a.]</subfield><subfield code="b">Kluwer</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVII, 261 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. [255] - 258</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Optimaliseren</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Optimisation mathématique</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Otimização matemática</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Programação não linear</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Programmation non linéaire</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical optimization</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Nonlinear programming</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtlineare Optimierung</subfield><subfield code="0">(DE-588)4128192-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Portfolio Selection</subfield><subfield code="0">(DE-588)4046834-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Nichtlineare Optimierung</subfield><subfield code="0">(DE-588)4128192-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UBPassau</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Passau</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014284510</subfield></datafield></record></collection> |
| id | DE-604.BV021241820 |
| illustrated | Illustrated |
| index_date | 2024-07-02T13:31:27Z |
| indexdate | 2024-07-09T20:28:36Z |
| institution | BVB |
| isbn | 1402081103 0387241493 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014284510 |
| oclc_num | 58522886 |
| open_access_boolean | |
| owner | DE-19 DE-BY-UBM DE-739 DE-20 DE-91G DE-BY-TUM DE-824 DE-703 DE-11 DE-521 DE-706 |
| owner_facet | DE-19 DE-BY-UBM DE-739 DE-20 DE-91G DE-BY-TUM DE-824 DE-703 DE-11 DE-521 DE-706 |
| physical | XVII, 261 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Kluwer |
| record_format | marc |
| spelling | Bartholomew-Biggs, Michael C. Verfasser (DE-588)137821816 aut Nonlinear optimization with financial applications Michael Bartholomew-Biggs Boston [u.a.] Kluwer 2005 XVII, 261 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturverz. S. [255] - 258 Optimaliseren gtt Optimisation mathématique Otimização matemática larpcal Programação não linear larpcal Programmation non linéaire Mathematical optimization Nonlinear programming Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Nichtlineare Optimierung (DE-588)4128192-5 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 s Nichtlineare Optimierung (DE-588)4128192-5 s Finanzmathematik (DE-588)4017195-4 s DE-604 Digitalisierung UBPassau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Bartholomew-Biggs, Michael C. Nonlinear optimization with financial applications Optimaliseren gtt Optimisation mathématique Otimização matemática larpcal Programação não linear larpcal Programmation non linéaire Mathematical optimization Nonlinear programming Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Nichtlineare Optimierung (DE-588)4128192-5 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4017195-4 (DE-588)4128192-5 |
| title | Nonlinear optimization with financial applications |
| title_auth | Nonlinear optimization with financial applications |
| title_exact_search | Nonlinear optimization with financial applications |
| title_exact_search_txtP | Nonlinear optimization with financial applications |
| title_full | Nonlinear optimization with financial applications Michael Bartholomew-Biggs |
| title_fullStr | Nonlinear optimization with financial applications Michael Bartholomew-Biggs |
| title_full_unstemmed | Nonlinear optimization with financial applications Michael Bartholomew-Biggs |
| title_short | Nonlinear optimization with financial applications |
| title_sort | nonlinear optimization with financial applications |
| topic | Optimaliseren gtt Optimisation mathématique Otimização matemática larpcal Programação não linear larpcal Programmation non linéaire Mathematical optimization Nonlinear programming Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Nichtlineare Optimierung (DE-588)4128192-5 gnd |
| topic_facet | Optimaliseren Optimisation mathématique Otimização matemática Programação não linear Programmation non linéaire Mathematical optimization Nonlinear programming Portfolio Selection Finanzmathematik Nichtlineare Optimierung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014284510&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT bartholomewbiggsmichaelc nonlinearoptimizationwithfinancialapplications |