Nonlinear Optimization with Financial Applications

1. Portfolio Optimization
2. One-Variable Optimization
3. Optimal Portfolios with N Assets
4. Unconstrained Optimization in N Variables
5. The Steepest Descent Method
6. The Newton Method
7. Quasi-Newton Methods
8. Conjugate Gradient Methods
9. Optimal Portfolios with Restrictions
10. Larger-Scale Portfolios
11. Data-Fitting & The Gauss-Newton Method
12. Equality Constrained Optimization
13. Linear Equality Constraints
14. Penalty Function Methods
15. Sequential Quadratic Programming
16. Further Portfolio Problems
17. Inequality Constrained Optimization
18. Extending Equality-Constraint Methods to Inequalities
19. Barrier Function Methods
20. Interior Point Methods
21. Data Fitting Using Inequality Constraints
22. Portfolio Re-Balancing and other Problems
23. Global Unconstrained Optimization

DRM-restrictions

Printing: not available
Clipboard copying: not available

Keywords: MATHEMATICS / General MAT000000