practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references …. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and … modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and …

Introduction -- Elements of Nonlinear Programming -- Elements of Graph Theory -- Programs with Network Structure … in concert with finite-dimensional variational inequality theory. The principle modeling perspectives are network … optimization, the theory of Nash games, and mathematical programming with equilibrium constraints. Computational methods and novel …

Equilibrium models and applications -- Theory for equilibria -- Algorithms for equilibria -- Quasi …

current methodologies. Such topics include the origins of portfolio theory, market timing, and portfolio construction in … Theory of Risk, Return, and Performance Measurement -- Ch 2 Origins of Portfolio Theory: Selection and Evaluation -- Ch 3 …

rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and … Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset …