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9789811200816: Collected Works Of Marida Bertocchi: 8 (World Scientific Handbook in Financial Economics Series)

Sinopsis

"Admired by great people, mourned by friends." Giorgio Szego Sapienza University of Rome, Italy "An important tribute to a creative scientist and a great human being." Michael Dempster University Of Cambridge, UK "A valuable volume in honour of an honest and admirable academic with an open and positive mind." Jaap Spronk Erasmus University, Netherlands "In honor of a unique colleague and a reliable friend, this collection of works provides a taste of Marida's inexhaustible and eclectic research activity." Costanza Torricelli University of Modena e Reggio Emilia, Italy The volume provides information on the career and life of Marida Bertocchi, and is representative of her broad research interests on the development of numerical algorithms and their applications in energy, finance and logistics. It includes some of her early publications, her significant papers on the development and application of stochastic optimization to financial and logistics problems, and her later work on robust optimization for risk management in renewable energy systems, finance and logistics and modelling mortality risk.

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