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Stochastic Programming: Applications in Finance, Energy, Planning and Logistics de Edward Huizenga

Stochastic Programming: Applications in Finance, Energy, Planning and Logistics: World Scientific Series in Finance, cartea 4

Autor Edward Huizenga Editat de Horand I. Gassmann, Stein W. Wallace
en Limba Engleză Hardback – 27 noi 2012
Shows the breadth and depth of stochastic programming applications. This title features papers that discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, and more.
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Specificații

ISBN-13: 9789814407502
ISBN-10: 981440750X
Pagini: 548
Dimensiuni: 160 x 229 x 33 mm
Greutate: 0.89 kg
Editura: World Scientific Publishing Company
Seria World Scientific Series in Finance

Recenzii

Like its predecessor volumes, this conference proceedings is an up-to-date record of the current status of the maturing field of stochastic programming. Its advance is supported here by articles which report on practical applications in finance, production, logistics, energy and telecommunications. -- M A H Dempster "Professor Emeritus, Center for Financial Research, Department of Pure Mathematics and Statistics, University of Cambridge & Cambridge Systems Associates Limited, Cambridge UK"