Probabilistic Constrained Optimization: Methodology and Applications: 49 (Nonconvex Optimization and Its Applications, 49) - Tapa dura

 
9780792366447: Probabilistic Constrained Optimization: Methodology and Applications: 49 (Nonconvex Optimization and Its Applications, 49)
Tapa dura
ISBN 10: 0792366441 ISBN 13: 9780792366447
Editorial: Springer, 2000

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas

`It can be recommened to graduate students, researchers and practitioners in operation research and financial decision-making problems.'
Mathematical Reviews, 2002a

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2000
Idioma
Inglés
ISBN 10 
0792366441
ISBN 13 
9780792366447
Encuadernación
Tapa dura
Número de páginas
324
Editor
Uryasev Stanislav
Contacto del fabricante
Springer Nature Customer Service Center GmbH
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Heidelberg
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Alemania

Otras ediciones populares con el mismo título

9781441948403: Probabilistic Constrained Optimization: Methodology and Applications: 49 (Nonconvex Optimization and Its Applications)

Edición Destacada

ISBN 10:  1441948406 ISBN 13:  9781441948403
Editorial: Springer, 2010
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