Computational Methods in Decision-Making, Economics and Finance

Inbunden, Engelska, 2002

AvErricos John Kontoghiorghes,B. Rustem,S. Siokos

4 419 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.

Produktinformation

Utgivningsdatum2002-08-31
Mått178 x 254 x 43 mm
Vikt1 388 g
FormatInbunden
SpråkEngelska
SerieApplied Optimization
Antal sidor626
Upplaga2002
FörlagKluwer Academic Publishers
ISBN9781402008399

Tillhör följande kategorier

Preface. Contributing Authors. Part I: Optimization Models. 1. Multi-period optimal asset allocation for a multi-currency hedged portfolio; D. Mignacca, A. Meucci. 2. Rebalancing Strategies for Long-term Investors; J.M. Mulvey, K.D. Simsek. 3. Multistage stochastic programming in computational finance; N. Gulpinar, et al. 4. Multistage stochastic optimization model for the cash management problem; O. Schmid. 5. Robust portfolio analysis; B. Rustem, R. Settergren. 6. Robust mean-semivariance portfolio optimization; O.L.V. Costa, et al. 7. Perturbative approaches for robust optimal portfolio problems; F. Trojani, P. Vanini. 8. Maxmin Portfolios in Models where Immunization is not Feasible; A. Balbás, A. Ibáñez. 9. Portfolio Optimization with VaR and Expected Shortfall; M. Gilli, E. Këllezi. 10. Borrowing Constraints, Portfolio Choice, and Precautionary Motives; M. Haliassos, C. Hassapis. 11. The risk profile problem for stock portfolio optimization; M.-Y. Kao, et al. 12. A capacitated transportation-inventory problem with stochastic demands; P. Chaovalitwongse, et al. 13. Utility maximisation with a time lag in trading; L.C.G. Rogers, E.J. Stapleton. 14. Simulations for hedging financial contracts with optimal decisions; H. Windcliff, et al. 15. Automatic differentiation for computational finance; C.H. Bischof, et al. Part II: Equilibria, Modelling and Pricing. 16. Interest rate barrier options; G. Barone-Adesi, G. Sorwar. 17. Pricing American optionsby fast solutions of LCPs; A. Borici, H.-J. Lüthi. 18. Hedging with Monte Carlo simulation; J. Cvitanić, et al. 19. In Search of Deterministic Complex Patterns in Commodity Prices; A. Chatrath, et al. 20. A review of stock market prediction using computational methods; I.E. Diakoulakis, et al. 21. Numericalstrategies for solving SUR models; P. Foschi, et al. 22. Time-Frequency Representation in the Analysis of Stock Market Data; G. Turhan-Sayan, S. Sayan. 23. Opportunity cost algorithms for combinatorial auctions; K. Akcoglu, et al. 24. A finite states contraction algorithm for dynamic models; J.X. Li. 25. Traffic network equilibrium and the environment; A. Nagurney, et al. 26. Mathematical model of technology diffusion in developing countries; Ding Zhang, et al. 27. Estimation of Stochastic Volatility Models; F. Bartolucci, G. De Luca. 28. Genetic programming with syntactic restrictions applied to financial volatility forecasting; G. Zumbach, et al. 29. Simulation-based tests of PTM; L. Khalaf, M. Kichian. 30. Credit risk assessment using a multicriteria hierarchical discrimination approach; K. Kosmidou, et al.

Du kanske också är intresserad av

Del 74

Computational Methods in Decision-Making, Economics and Finance

Erricos John Kontoghiorghes, B. Rustem, S. Siokos

Häftad, 2010

4 419 kr

Computational Approaches to Economic Problems

Hans Amman, Berc Rustem, Hans M. Amman, B. Rustem, Andrew B. Whinston

Inbunden, 1997

2 149 kr

Computational Approaches to Economic Problems

Hans M. Amman, B. Rustem, Andrew B. Whinston

Häftad, 2010

2 209 kr

Handbook of Parallel Computing and Statistics

Erricos John Kontoghiorghes

Inbunden, 2005

4 299 kr

Handbook of Parallel Computing and Statistics

Erricos John Kontoghiorghes

Häftad, 2020

1 019 kr

Ruth Kvarnström-Jones - Systrarna på Sophiahemmet, Inbunden

Nyhet

Del 3

Systrarna på Sophiahemmet

Ruth Kvarnström-Jones

Inbunden, 2026

299 kr329 kr

Nyhet

Del 11

Medusa

Lars Kepler

Inbunden, 2026

289 kr319 kr

Del 3

Skinn

Sara Strömberg

Pocket, 2024

79 kr129 kr

Nyhet

Del 4

Sot

Sara Strömberg

Pocket, 2026

79 kr129 kr

Sarah J. Maas - A Court of Splintered Harmony, Häftad

Nyhet

Del 6

A Court of Splintered Harmony

Sarah J. Maas

Häftad, 2026

259 kr

Del i serien Applied Optimization

Computational Methods in Decision-Making, Economics and Finance

Inbunden, Engelska, 2002

AvErricos John Kontoghiorghes,B. Rustem,S. Siokos

4 419 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Produktinformation

Utgivningsdatum2002-08-31
Mått178 x 254 x 43 mm
Vikt1 388 g
FormatInbunden
SpråkEngelska
SerieApplied Optimization
Antal sidor626
Upplaga2002
FörlagKluwer Academic Publishers
ISBN9781402008399

Tillhör följande kategorier

Preface. Contributing Authors. Part I: Optimization Models. 1. Multi-period optimal asset allocation for a multi-currency hedged portfolio; D. Mignacca, A. Meucci. 2. Rebalancing Strategies for Long-term Investors; J.M. Mulvey, K.D. Simsek. 3. Multistage stochastic programming in computational finance; N. Gulpinar, et al. 4. Multistage stochastic optimization model for the cash management problem; O. Schmid. 5. Robust portfolio analysis; B. Rustem, R. Settergren. 6. Robust mean-semivariance portfolio optimization; O.L.V. Costa, et al. 7. Perturbative approaches for robust optimal portfolio problems; F. Trojani, P. Vanini. 8. Maxmin Portfolios in Models where Immunization is not Feasible; A. Balbás, A. Ibáñez. 9. Portfolio Optimization with VaR and Expected Shortfall; M. Gilli, E. Këllezi. 10. Borrowing Constraints, Portfolio Choice, and Precautionary Motives; M. Haliassos, C. Hassapis. 11. The risk profile problem for stock portfolio optimization; M.-Y. Kao, et al. 12. A capacitated transportation-inventory problem with stochastic demands; P. Chaovalitwongse, et al. 13. Utility maximisation with a time lag in trading; L.C.G. Rogers, E.J. Stapleton. 14. Simulations for hedging financial contracts with optimal decisions; H. Windcliff, et al. 15. Automatic differentiation for computational finance; C.H. Bischof, et al. Part II: Equilibria, Modelling and Pricing. 16. Interest rate barrier options; G. Barone-Adesi, G. Sorwar. 17. Pricing American optionsby fast solutions of LCPs; A. Borici, H.-J. Lüthi. 18. Hedging with Monte Carlo simulation; J. Cvitanić, et al. 19. In Search of Deterministic Complex Patterns in Commodity Prices; A. Chatrath, et al. 20. A review of stock market prediction using computational methods; I.E. Diakoulakis, et al. 21. Numericalstrategies for solving SUR models; P. Foschi, et al. 22. Time-Frequency Representation in the Analysis of Stock Market Data; G. Turhan-Sayan, S. Sayan. 23. Opportunity cost algorithms for combinatorial auctions; K. Akcoglu, et al. 24. A finite states contraction algorithm for dynamic models; J.X. Li. 25. Traffic network equilibrium and the environment; A. Nagurney, et al. 26. Mathematical model of technology diffusion in developing countries; Ding Zhang, et al. 27. Estimation of Stochastic Volatility Models; F. Bartolucci, G. De Luca. 28. Genetic programming with syntactic restrictions applied to financial volatility forecasting; G. Zumbach, et al. 29. Simulation-based tests of PTM; L. Khalaf, M. Kichian. 30. Credit risk assessment using a multicriteria hierarchical discrimination approach; K. Kosmidou, et al.

Du kanske också är intresserad av

Del 74

Computational Methods in Decision-Making, Economics and Finance

Erricos John Kontoghiorghes, B. Rustem, S. Siokos

Häftad, 2010

4 419 kr

Computational Approaches to Economic Problems

Hans Amman, Berc Rustem, Hans M. Amman, B. Rustem, Andrew B. Whinston

Inbunden, 1997

2 149 kr

Computational Approaches to Economic Problems

Hans M. Amman, B. Rustem, Andrew B. Whinston

Häftad, 2010

2 209 kr

Handbook of Parallel Computing and Statistics

Erricos John Kontoghiorghes

Inbunden, 2005

4 299 kr

Handbook of Parallel Computing and Statistics

Erricos John Kontoghiorghes

Häftad, 2020

1 019 kr

Nyhet

Del 3

Systrarna på Sophiahemmet

Ruth Kvarnström-Jones

Inbunden, 2026

299 kr329 kr

Nyhet

Del 11

Medusa

Lars Kepler

Inbunden, 2026

289 kr319 kr

Del 3

Skinn

Sara Strömberg

Pocket, 2024

79 kr129 kr

Nyhet

Del 4

Sot

Sara Strömberg

Pocket, 2026

79 kr129 kr

Nyhet

Del 6

A Court of Splintered Harmony

Sarah J. Maas

Häftad, 2026

259 kr

Computational Methods in Decision-Making, Economics and Finance

Produktinformation

Tillhör följande kategorier

Innehållsförteckning

Du kanske också är intresserad av

Computational Methods in Decision-Making, Economics and Finance

Produktinformation

Tillhör följande kategorier

Innehållsförteckning

Du kanske också är intresserad av

Computational Methods in Decision-Making, Economics and Finance

Produktinformation

Tillhör följande kategorier

Innehållsförteckning

Du kanske också är intresserad av