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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address.
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Condition: Used. pp. 264.
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Condition: Used. pp. 264.
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Condition: Used. pp. 264.
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Statistical Decision Problems: Selected Concepts and Portfolio Safeguard Case Studies (Springer Optimization and Its Applications, 85)
Book 78 of 176: Springer Optimization and Its ApplicationsSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 49.30
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Statistical Decision Problems: Selected Concepts and Portfolio Safeguard Case Studies (Springer Optimization and Its Applications, 85)
Book 78 of 176: Springer Optimization and Its ApplicationsSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 49.62
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In English.
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Condition: New. pp. 452.
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Condition: New. pp. 452 Illus.
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Condition: New. pp. 452.
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Hardcover. Condition: Good. 1st Edition. Hardcover, xii + 307 pages, NOT ex-library. Clean and bright interior with unmarked text, free of inscriptions and stamps, firmly bound. A small indentation in the upper outer corner of a portion of leaves; a short crease to the upper page edges. Faint dusty marks on the upper page edges externally. Issued without a dust jacket.
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Paperback. Condition: Brand New. reprint edition. 263 pages. 9.25x6.25x0.75 inches. In Stock.
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Hardcover. Condition: Brand New. 249 pages. 9.25x6.25x0.75 inches. In Stock.
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Statistical Decision Problems : Selected Concepts and Portfolio Safeguard Case Studies
Book 78 of 176: Springer Optimization and Its ApplicationsLanguage: English
Published by Springer New York, Springer US, 2016
ISBN 10: 1493953257 ISBN 13: 9781493953257
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.
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Statistical Decision Problems : Selected Concepts and Portfolio Safeguard Case Studies
Book 78 of 176: Springer Optimization and Its ApplicationsLanguage: English
Published by Springer New York, Springer US, 2013
ISBN 10: 1461484707 ISBN 13: 9781461484707
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.
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Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications, 49)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 94.30
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Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Probabilistic Constrained Optimization : Methodology and Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Condition: New. pp. 324.
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Condition: New. pp. 324 Illus.
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Condition: New. pp. 320.
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 264 | Sprache: Englisch | Produktart: Bücher | Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more. The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.
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Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Probabilistic Constrained Optimization
Language: English
Published by Kluwer Academic Publishers, 2000
ISBN 10: 0792366441 ISBN 13: 9780792366447
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. This book presents the advances in the theory of optimization of probabilistic functions and several engineering and finance applications. Editor(s): Urias'ev, S. P. Series: Nonconvex Optimization and Its Applications. Num Pages: 320 pages, biography. BIC Classification: KFFM; TGP. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 19. Weight in Grams: 1390. . 2000. Hardback. . . . .
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Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Condition: New. pp. 324.
