Optimal Financial Decision Making Under Uncertainty
. Ed(S): Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo
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Description for Optimal Financial Decision Making Under Uncertainty
Hardback. Editor(s): Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo. Series: International Series in Operations Research & Management Science. Num Pages: 317 pages, 10 black & white illustrations, 39 colour illustrations, 38 colour tables, biography. BIC Classification: KCB; KJH; PBU. Category: (G) General (US: Trade). Dimension: 235 x 155 x 19. Weight in Grams: 643.
The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension ... Read more
The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension ... Read more
Product Details
Format
Hardback
Publication date
2016
Publisher
Springer International Publishing AG Switzerland
Number of pages
317
Condition
New
Series
International Series in Operations Research & Management Science
Number of Pages
298
Place of Publication
Cham, Switzerland
ISBN
9783319416113
SKU
V9783319416113
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo
Giorgio Consigli is currently professor of applied mathematics in economics and finance at the University of Bergamo. Dr. Consigli is Coordinator of the Stochastic Programming technical section within the Italian OR society and Board Member of the European Working Groups of Stochastic Programming and Commodity and Financial Modelling within the European OR society. He is Research Fellow of the School ... Read more
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