Nonlinear optimization with financial applications非线性优化以财政应用 在线下载 pdf mobi 2025 epub 电子版

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.

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.OPTIMALPORTFOLISO WITH RESTRICTIONS

10.LARGER-SCALE PORTFOLIOS

11.DATA-FITTING & THE GAUSS-NEWTON METHOD

12.EQUALITY CONSTRSINED 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

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

Appendix

References

Index

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书籍介绍

《Nonlinear Optimization with Financial Applications非线性优化以财政应用》内容简介: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.

• 作者：冬林箭 发布时间：2023-09-24 14:28:40

  手机通信研发工程师必读，很实用的design知识

• 作者：OOOrange 发布时间：2020-10-26 09:46:43

  三星半。“最近我在一个地方听说，年轻时候玩女人的人，到老了一准喜欢玩古董，摆弄什么书画、茶具之类的东西，其实就是性欲的变形。”

• 作者：枫涛 发布时间：2014-05-27 23:15:48

  这本书算我看过的第一本超过1k页的专业书了吧。。。看的还是很详细的

• 作者：猫猫桑 发布时间：2010-10-07 20:37:40

  不好……

• 作者：briced 发布时间：2021-04-10 15:51:02

  积累和情怀可嘉，但作为大部头学术著作是不是写得拉杂和随性了一点。比如这样的表述：

  笔者今天刚在中央电视台看到对两个民营戏曲团体的介绍和赞扬，一个是保定的河北梆子剧团，一个是天津宝坻的评剧团。

  从领导层面来看，上层领导又兼现管的季培均很内行又很有魄力，曲艺研究所领导姜庆玲很大气能够团结人

• 作者：shallyce 发布时间：2013-05-23 22:30:06

  刚才看的是这本书，虽然是好书，各地地方翻译很不标准。

• 冥冥之中自有天意

  作者：Stone2CN 发布时间：2009-11-04 08:43:45

• 简评｜蓑依《写作的方法：自我提升与价值创造》

  作者：蓼白 发布时间：2024-04-04 16:55:42

  三星半。

  作为工具书不难啃，有种聊天的氛围，叙述者的语气也是比较可亲的类型，像知心姐姐一般。

  而让我感觉比较矛盾的点在于——从作者的字里行间透露着“非营销号”“非功利”的气质，一度让我以为是教人如何写小说、散文这类文学体裁的书籍。但结果依然是自媒体类居多，亦有“标题党”或“鸡汤文”的套路（最终呈现效果）。

  就在接受了这是一本自媒体工具书时，发现开始了散文小说的写作教学，但在此之后，又又转向了自媒体运营教学，结尾更是生硬地突然转向了女性写作（虽说前面也有提及女性案例，但就整本书而言，并没有体现出很强的“女性写作”氛围）。

  但不管怎么说，造成阅读困惑的最大原因可能还是自身没有一览目录的习惯。

  至于书中呈现的观点建议，只要看了就一定会有所收获。对个人而言，虽有很多是此前就知道的知识点，但也有一些是我从未想过的角度，这对我有所启发和帮助。

  那作者说的就完全正确吗？其实谁也不敢说自己的经验就一定正确，只有适合与否（也看综合条件），而一个人即使读再多的书，她也难以脱离「主观」。

  没错，有些案例分解显露出了作者本人的「主观性」，生发出一种「过度解读」的意味来，这个时候就需要读者有自己的判断了。

  再说案例分解，我时常在想，优秀的作品在刻意分解下必然会发现或多或少的共同点，但写作者当时一定是按照这分解出来的“方法”“公式”进行写作的吗？未必。

  但不可否认，这分解出来的“规律”，可以起到一定的辅助作用，尤其对新手来说，是一条捷径。

  最后，工具书值不值得读，很看读者的个人需求，如果是小白，又有充裕时间的情况下，多看几本也无妨。

  这本书没有满分，但有其浅白易懂的优点。

  倘若有些基础且学习目标明确，譬如只是想要了解故事的写作方法，或者是了解读书博主相关内容的，可以直接在目录中定位对应章节，没必要整本书阅读。

  当然，像我这种有「读完」强迫症的读者，那就读吧哈哈，篇幅不长，读来也不算枯燥，还是能很快读完的。

  最后插一句，这本书（电子版）的读书氛围还是很不错的。看到很多读者写下自己的经历感受，或根据创意小练笔的要求进行积极练习，或互相鼓舞，这些都能给人带来小小的感动。