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Hardcover - 9780792366447
106,99 €
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Beschreibung
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.
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.
Methodology and Applications
Methodology and Applications
Details
| Verlag | Springer US |
| Ersterscheinung | 07. Dezember 2010 |
| Maße | 24 cm x 16 cm |
| Gewicht | 492 Gramm |
| Format | Softcover |
| ISBN-13 | 9781441948403 |
| Auflage | Softcover reprint of hardcover 1st ed. 2001 |
| Seiten | 308 |
Schlagwörter
Calculus of Variations and Optimal Control; Optimization, Calculus of Variations and Optimization, Fertigungstechnik und Ingenieurwesen, Finance - general, Financial Economics, Finanzenwesen und Finanzindustrie, Industrial and Production Engineering, Management: Entscheidungstheorie, Mathematical Modeling and Industrial Mathematics, Mathematik für Ingenieure, Mathematische Modellierung, Numeric Computing, Numerical Analysis, Numerische Mathematik, Operations Research and Decision Theory, Operations Research/Decision Theory, Optimierung, Unternehmensforschung
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