Computational Methods in Decision-Making, Economics and Finance de Erricos John Kontoghiorghes

Computational Methods in Decision-Making, Economics and Finance: Applied Optimization, cartea 74

Erricos John Kontoghiorghes

B. Rustem

S. Siokos

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.

Citește tot Restrânge

Toate formatele și edițiile

	Preț	Express
Paperback (1)	1801^.54 lei 43-57 zile
Springer Us – 7 dec 2010	1801^.54 lei 43-57 zile
Hardback (1)	1814^.44 lei 43-57 zile
Springer Us – 31 aug 2002	1814^.44 lei 43-57 zile

Din seria Applied Optimization

Preț: 125^.51 lei
15%

Preț: 632^.51 lei
18%

Preț: 1210^.68 lei
20%

Preț: 963^.17 lei
15%

Preț: 627^.51 lei
15%

Preț: 635^.73 lei
18%

Preț: 1098^.04 lei
15%

Preț: 627^.99 lei
15%

Preț: 633^.00 lei
15%

Preț: 630^.09 lei
20%

Preț: 978^.31 lei
15%

Preț: 639^.42 lei
18%

Preț: 1212^.86 lei
18%

Preț: 938^.04 lei
18%

Preț: 1219^.84 lei
18%

Preț: 1205^.54 lei
18%

Preț: 1214^.57 lei
18%

Preț: 1206^.19 lei
18%

Preț: 1210^.53 lei
18%

Preț: 943^.17 lei
15%

Preț: 590^.16 lei
15%

Preț: 643^.60 lei
18%

Preț: 937^.26 lei
18%

Preț: 933^.22 lei
15%

Preț: 631^.86 lei
15%

Preț: 632^.51 lei
15%

Preț: 630^.91 lei

Cuprins

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.