Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications, 49, Band 49) - Hardcover

 
9780792366447: Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications, 49, Band 49)
Hardcover
ISBN 10: 0792366441 ISBN 13: 9780792366447
Verlag: Springer, 2000

Inhaltsangabe

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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Verlag
Springer
Erscheinungsdatum
2000
Sprache
Englisch
ISBN 10 
0792366441
ISBN 13 
9780792366447
Einband
Gebundene Ausgabe
Anzahl der Seiten
320
Herausgeber
Uryasev Stanislav
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Softcover