9781493953257 - statistical decision problems: selected concepts and portfolio safeguard case studies: 85 (springer optimization and its applications) de zabarankin, michael; uryasev, stan (9 resultados)
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Editorial: Springer 2016-08-19 2016
Serie: Springer Optimization and Its Applications, Libro 78 de 176. Libro 78 de 176 - Springer Optimization and Its Applications
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Editorial: Springer 2016
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Serie: Springer Optimization and Its Applications, Libro 78 de 176. Libro 78 de 176 - Springer Optimization and Its Applications
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Paperback. Condición: Brand New. reprint edition. 263 pages. 9.25x6.25x0.75 inches. In Stock.
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through tw…enty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.
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Editorial: Springer 2016
Serie: Springer Optimization and Its Applications, Libro 78 de 176. Libro 78 de 176 - Springer Optimization and Its Applications
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Taschenbuch. Condición: Neu. Statistical Decision Problems | Selected Concepts and Portfolio Safeguard Case Studies | Michael Zabarankin (u. a.) | Taschenbuch | Springer Optimization and Its Applications | xiv | Englisch | 2016 | Springer | EAN 9781493953257 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenst…r. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Idioma: Inglés
Editorial: Springer 2016
Serie: Springer Optimization and Its Applications, Libro 78 de 176. Libro 78 de 176 - Springer Optimization and Its Applications
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Serie: Springer Optimization and Its Applications, Libro 78 de 176. Libro 78 de 176 - Springer Optimization and Its Applications
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , AlemaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision m…aking through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications. 264 pp. Englisch.
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Editorial: Springer New York 2016
Serie: Springer Optimization and Its Applications, Libro 78 de 176. Libro 78 de 176 - Springer Optimization and Its Applications
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Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems Discusses basic principles of statistical…decision making from optimization perspective in variou.
Idioma: Inglés
Editorial: Springer, Springer Aug 2016 2016
Serie: Springer Optimization and Its Applications, Libro 78 de 176. Libro 78 de 176 - Springer Optimization and Its Applications
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision makin…g through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 264 pp. Englisch.
