Book of Donmon Teith

Stochastic Optimization Models in Finance focuses on the applications of stochastic optimization models in finance, with emphasis on results and methods that ca

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,

In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to b

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,