Probabilistic Constrained Optimization

Name: Probabilistic Constrained Optimization
Brand: Springer-Verlag New York Inc.
SKU: 9781441948403
Price: 2286 CZK
Availability: InStock

Methodology and Applications

Autor: Stanislav Uryasev

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele

Odesíláme za 5-8 dnů

2 286 Kč

Probabilistic and percentile/quantile functions play an important role in several applications, such...

Informace o knize

Autor

Stanislav Uryasev

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2010

Stránek

308

EAN

9781441948403

ISBN

1441948406

Enbook ID

01423261

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

492

Rozměry

160 x 240 x 18

Kompletní popis

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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Probabilistic Constrained Optimization

Methodology and Applications

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Kompletní popis

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