Könyv Probabilistic Constrained Optimization Stanislav Uryasev

Probabilistic Constrained Optimization

Methodology and Applications

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
39 864 Ft
Probabilistic and percentile/quantile functions play an important role in several applications, such...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2010
oldal
308
EAN
9781441948403
ISBN
1441948406
Enbook ID
01423261
Súly
492
Méretek
160 x 240 x 18

Teljes leírás

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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