Optimizing Optimization
The Next Generation of Optimization Applications and Theory
- 1st Edition - September 19, 2009
- Imprint: Academic Press
- Author: Stephen Satchell
- Language: English
- Hardback ISBN:9 7 8 - 0 - 1 2 - 3 7 4 9 5 2 - 9
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 9 5 9 2 0 - 7
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by… Read more
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Request a sales quoteThe practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchell’s nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance.
- Presents a unique "confrontation" between software engineers and academics
- Highlights a global view of common optimization issues
- Emphasizes the research and market challenges of optimization software while avoiding sales pitches
- Accentuates real applications, not laboratory results
• Portfolio managers in buy-side firms (hedge funds, mutual funds, pension funds) and investment houses• CTOs who make purchasing decisions for financial optimization software. • Research staff at top quantitative investing companies like BGI and SSgA.• Masters and PhD students in financial engineering programs worldwide.
- Edition: 1
- Published: September 19, 2009
- No. of pages (eBook): 328
- Imprint: Academic Press
- Language: English
- Hardback ISBN: 9780123749529
- eBook ISBN: 9780080959207
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Stephen Satchell
Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.
Affiliations and expertise
Reader in Financial Econometrics, Trinity College, Cambridge, UKRead Optimizing Optimization on ScienceDirect