论文标题
otimizacao e Processos Estocasticos aplicados a Economia e Financas
Otimizacao e Processos Estocasticos Aplicados a Economia e Financas
论文作者
论文摘要
适用于经济和金融的优化和随机过程 - 这本书的名称转化为英语；自1993年以来，它已在IME -USP-圣保罗大学数学与统计研究所使用。 内容：CH.1：线性编程；第2章：非线性编程； CH.3：二次编程； CH.4：Markowitz模型； CH.5：动态编程；第6章：LQG估计和控制；第7章：决策树；第8章：养老基金； CH.9：包括衍生合同在内的混合投资组合；附录：app.a：matlab; App.B：关键点软件； App.C：计算线性代数； app.d：概率； app.e：计算机代码。 这本书用葡萄牙语编写。
Optimization and Stochastic Processes Applied to Economy and Finance -- is the name of this book translated to English; It has been used at the IME-USP - The Institute of Mathematics and Statistics of the University of Sao Paulo, since 1993. Contents: Ch.1: Linear Programming; Ch.2: Non-Linear Programming; Ch.3: Quadratic Programming; Ch.4: Markowitz Model; Ch.5: Dynamic Programming; Ch.6: LQG Estimation and Control; Ch.7: Decision Trees; Ch.8: Pension Funds; Ch.9: Mixed Portfolios Including Derivative Contracts; Appendices: App.A: Matlab; App.B: Critical-Point Software; App.C: Computational Linear Algebra; App.D: Probability; App.E: Computer Codes. This book is written in Portuguese language.
