Kniha Probabilistic Constrained Optimization Stanislav Uryasev

Probabilistic Constrained Optimization

Methodology and Applications

Jazyk: Angličtina
Väzba: Brožovaná
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
100.00
Probabilistic and percentile/quantile functions play an important role in several applications, such...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2010
Stránok
308
EAN
9781441948403
ISBN
1441948406
Enbook ID
01423261
Hmotnosť
492
Rozmery
160 x 240 x 18

Kompletný popis

Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

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