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Algorithms for worst-case design and applications to risk management [[electronic resource] /] / Berç Rustem, Melendres Howe
| Algorithms for worst-case design and applications to risk management [[electronic resource] /] / Berç Rustem, Melendres Howe |
| Autore | Rustem Berc |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J. ; ; Oxford, : Princeton University Press, 2002 |
| Descrizione fisica | 1 online resource (405 p.) |
| Disciplina | 511.8 |
| Altri autori (Persone) | HoweMelendres |
| Soggetto topico |
Risk management - Mathematical models
Risk - Mathematical models Decision making - Mathematical models Algorithms |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-68015-896-1
1-282-15719-1 9786612157196 1-4008-2511-3 1-4008-1460-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction to Minimax -- Chapter 2. A Survey Of Continuous Minimax Algorithms -- Chapter 3. Algorithms For Computing Saddle Points -- Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax -- Chapter 5. Numerical Experiments With Continuous Minimax Algorithms -- Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios -- Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models -- Chapter 8. A Continuous Minimax Strategy For Options Hedging -- Chapter 9. Minimax and Asset Allocation Problems -- Chapter 10. Asset/Liability Management Under Uncertainty -- Chapter 11 Robust Currency Management -- Index |
| Record Nr. | UNINA-9910454803603321 |
Rustem Berc
|
||
| Princeton, N.J. ; ; Oxford, : Princeton University Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Algorithms for worst-case design and applications to risk management [[electronic resource] /] / Berç Rustem, Melendres Howe
| Algorithms for worst-case design and applications to risk management [[electronic resource] /] / Berç Rustem, Melendres Howe |
| Autore | Rustem Berc |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J. ; ; Oxford, : Princeton University Press, 2002 |
| Descrizione fisica | 1 online resource (405 p.) |
| Disciplina | 511.8 |
| Altri autori (Persone) | HoweMelendres |
| Soggetto topico |
Risk management - Mathematical models
Risk - Mathematical models Decision making - Mathematical models Algorithms |
| ISBN |
1-68015-896-1
1-282-15719-1 9786612157196 1-4008-2511-3 1-4008-1460-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction to Minimax -- Chapter 2. A Survey Of Continuous Minimax Algorithms -- Chapter 3. Algorithms For Computing Saddle Points -- Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax -- Chapter 5. Numerical Experiments With Continuous Minimax Algorithms -- Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios -- Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models -- Chapter 8. A Continuous Minimax Strategy For Options Hedging -- Chapter 9. Minimax and Asset Allocation Problems -- Chapter 10. Asset/Liability Management Under Uncertainty -- Chapter 11 Robust Currency Management -- Index |
| Record Nr. | UNINA-9910780200503321 |
|
Rustem Berc
|
||
| Princeton, N.J. ; ; Oxford, : Princeton University Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Algorithms for worst-case design and applications to risk management / / Berc Rustem, Melendres Howe
| Algorithms for worst-case design and applications to risk management / / Berc Rustem, Melendres Howe |
| Autore | Rustem Berc |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J. ; ; Oxford, : Princeton University Press, 2002 |
| Descrizione fisica | 1 online resource (405 p.) |
| Disciplina | 511.8 |
| Altri autori (Persone) | HoweMelendres |
| Soggetto topico |
Risk management - Mathematical models
Risk - Mathematical models Decision making - Mathematical models Algorithms |
| ISBN |
9786612157196
9781680158960 1680158961 9781282157194 1282157191 9781400825110 1400825113 9781400814602 140081460X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction to Minimax -- Chapter 2. A Survey Of Continuous Minimax Algorithms -- Chapter 3. Algorithms For Computing Saddle Points -- Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax -- Chapter 5. Numerical Experiments With Continuous Minimax Algorithms -- Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios -- Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models -- Chapter 8. A Continuous Minimax Strategy For Options Hedging -- Chapter 9. Minimax and Asset Allocation Problems -- Chapter 10. Asset/Liability Management Under Uncertainty -- Chapter 11 Robust Currency Management -- Index |
| Record Nr. | UNINA-9910973050003321 |
|
Rustem Berc
|
||
| Princeton, N.J. ; ; Oxford, : Princeton University Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||