Probabilistic Constrained Optimization: Methodology and Applications - Couverture rigide

 
9780792366447: Probabilistic Constrained Optimization: Methodology and Applications
Couverture rigide
ISBN 10 : 0792366441 ISBN 13 : 9780792366447
Editeur : Kluwer Academic Publishers, 2000

Synopsis

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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Éditeur
Kluwer Academic Publishers
Date d'édition
2000
Langue
anglais
ISBN 10 
0792366441
ISBN 13 
9780792366447
Reliure
Relié
Nombre de pages
320
Éditeur
Uryasev Stanislav
Coordonnées du fabricant
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Autres éditions populaires du même titre

9781441948403: Probabilistic Constrained Optimization: Methodology and Applications

Edition présentée

ISBN 10 :  1441948406 ISBN 13 :  9781441948403
Editeur : Springer, 2010
Couverture souple