株式会社極東書店トップ ＞ 商品一覧 ＞ Probabilistic Constrained Optimization : Methodology and Applications. 1st ed. Softcover of orig. ed. 2001.
商品詳細
Probabilistic Constrained Optimization : Methodology and Applications. 1st ed. Softcover of orig. ed. 2001.
・ISBN 978-1-4419-4840-3 paper EUR 99.99
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| 著者・編者 | Uryasev, Stanislav (ed.), |
|---|---|
| シリーズ | Nonconvex Optimization and Its Applications |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2010 |
| ページ数 | 308 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-20865＞ |
解説
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.