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.
`It can be recommened to graduate students, researchers and practitioners in operation research and financial decision-making problems.'
Mathematical Reviews, 2002a
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.
EUR 2,27 gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoEUR 51,72 gastos de envío desde Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envíoLibrería: New Book Sale, London, Reino Unido
Hardcover. Condición: New. Usually Dispatched within 1-2 Business Days , Buy with confidence , excellent customer service. Nº de ref. del artículo: 0792366441--86
Cantidad disponible: 1 disponibles
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Condición: New. Nº de ref. del artículo: ABLIING23Feb2416190183902
Cantidad disponible: Más de 20 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 756720-n
Cantidad disponible: Más de 20 disponibles
Librería: Basi6 International, Irving, TX, Estados Unidos de America
Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEOCT25-118130
Cantidad disponible: 1 disponibles
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABNR-157501
Cantidad disponible: 1 disponibles
Librería: ALLBOOKS1, Direk, SA, Australia
Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address. Nº de ref. del artículo: SHAK118130
Cantidad disponible: 1 disponibles
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
Hardcover. Condición: new. Hardcover. 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 work 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). Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9780792366447
Cantidad disponible: 1 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 756720
Cantidad disponible: Más de 20 disponibles
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In. Nº de ref. del artículo: ria9780792366447_new
Cantidad disponible: Más de 20 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 756720-n
Cantidad disponible: Más de 20 disponibles