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Advice folks.
Good book on optimization (finance oriented) ?
- Thread starter Philip_Mitterrand
- Start date
Optimization by Luenberger.
Worth watching this course as well: EE364a: Convex Optimization I
Worth watching this course as well: EE364a: Convex Optimization I
Daniel Duffy
C++ author, trainer
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Not finance specific (although used) is
"Differential Evolution" by Price, Storn and Lampinen.
"Differential Evolution" by Price, Storn and Lampinen.
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I studied this one in my undergrad and overall I can recommend it.
Optimization Methods in Finance
http://www.amazon.com/Optimization-Methods-Finance-Mathematics-Risk/dp/0521861705
Optimization Methods in Finance
http://www.amazon.com/Optimization-Methods-Finance-Mathematics-Risk/dp/0521861705
