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ISBN
:
9781402081101
Publisher
:
Springer
Subject
:
Encyclopaedias & Reference Works
Binding
:
Hardcover
Year
:
2005
₹
12794.0
₹
12282.0
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Introduces the key ideas behind practical nonlinear optimization. Computational finance is combined here with the study of an important class of numerical techniques. The essentials of popular algorithms are described, and their performance is demonstrated on a range of optimization problems arising in financial mathematics.
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