Probabilistic Constrained Optimization

Language: English

Published by Springer US Nov 2000, 2000

0792366441 / 9780792366447

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 324 pp. Englisch.

Seller Inventory # 9780792366447

Title
Probabilistic Constrained Optimization
Author
Stanislav Uryasev
Publisher
Springer US Nov 2000
Publication year
2000
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0792366441
ISBN 13
9780792366447
Item weight
601 grams
Dimensions
241x160x23 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

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