Probabilistic Constrained Optimization is popular PDF and ePub book, written by Stanislav Uryasev in 2013-03-09, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Probabilistic Constrained Optimization can be Read Online from any device for your convenience.
Probabilistic Constrained Optimization Book PDF Summary
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.
Detail Book of Probabilistic Constrained Optimization PDF
- Author : Stanislav Uryasev
- Release : 09 March 2013
- Publisher : Springer Science & Business Media
- ISBN : 9781475731507
- Genre : Mathematics
- Total Page : 319 pages
- Language : English
- PDF File Size : 16,5 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Probabilistic Constrained Optimization by Stanislav Uryasev, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.