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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 | ||
| ||
Risk analysis / / Terje Aven
| Risk analysis / / Terje Aven |
| Autore | Aven Terje |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2015 |
| Descrizione fisica | 1 online resource (212 p.) |
| Disciplina | 338.5 |
| Soggetto topico |
Risk assessment - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models Analyse des risques risk management Modèles mathématiques |
| ISBN |
1-119-05782-5
1-119-05781-7 1-119-05780-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title Page; Copyright; Contents; Preface; Chapter 1 What is a risk analysis?; 1.1 Why risk analysis?; 1.2 Risk management; 1.2.1 Decision-making under uncertainty; 1.3 Examples: decision situations; 1.3.1 Risk analysis for a tunnel; 1.3.2 Risk analysis for an offshore installation; 1.3.3 Risk analysis related to a cash depot; Chapter 2 What is risk?; 2.1 The risk concept and its description; 2.2 Vulnerability; 2.3 How to describe risk quantitatively; 2.3.1 Description of risk in a financial context; 2.3.2 Description of risk in a safety context; 2.4 Qualitative judgementsChapter 3 The risk analysis process: planning3.1 Problem definition; 3.2 Selection of analysis method; 3.2.1 Checklist-based approach; 3.2.2 Risk-based approach; Chapter 4 The risk analysis process: risk assessment; 4.1 Identification of initiating events; 4.2 Cause analysis; 4.3 Consequence analysis; 4.4 Probabilities and uncertainties; 4.5 Risk picture: risk presentation; 4.5.1 Handling the background knowledge; 4.5.2 Risk evaluation; Chapter 5 The risk analysis process: risk treatment; 5.1 Comparisons of alternatives; 5.1.1 How to assess measures?; 5.2 Management review and judgementChapter 6 Risk analysis methods6.1 Coarse risk analysis; 6.2 Job safety analysis; 6.3 Failure modes and effects analysis; 6.3.1 Strengths and weaknesses of an FMEA; 6.4 Hazard and operability studies; 6.5 SWIFT; 6.6 Fault tree analysis; 6.6.1 Qualitative analysis; 6.6.2 Quantitative analysis; 6.7 Event tree analysis; 6.7.1 Barrier block diagrams; 6.8 Bayesian networks; 6.9 Monte Carlo simulation; Chapter 7 Safety measures for a road tunnel; 7.1 Planning; 7.1.1 Problem definition; 7.1.2 Selection of analysis method; 7.2 Risk assessment; 7.2.1 Identification of initiating events7.2.2 Cause analysis7.2.3 Consequence analysis; 7.2.4 Risk picture; 7.3 Risk treatment; 7.3.1 Comparison of alternatives; 7.3.2 Management review and decision; Chapter 8 Risk analysis process for an offshore installation; 8.1 Planning; 8.1.1 Problem definition; 8.1.2 Selection of analysis method; 8.2 Risk analysis; 8.2.1 Hazard identification; 8.2.2 Cause analysis; 8.2.3 Consequence analysis; 8.3 Risk picture and comparison of alternatives; 8.4 Management review and judgement; Chapter 9 Production assurance; 9.1 Planning; 9.2 Risk analysis; 9.2.1 Identification of failures9.2.2 Cause analysis9.2.3 Consequence analysis; 9.3 Risk picture and comparison of alternatives; 9.4 Management review and judgement. Decision; Chapter 10 Risk analysis process for a cash depot; 10.1 Planning; 10.1.1 Problem definition; 10.1.2 Selection of analysis method; 10.2 Risk analysis; 10.2.1 Identification of hazards and threats; 10.2.2 Cause analysis; 10.2.3 Consequence analysis; 10.3 Risk picture; 10.4 Risk-reducing measures; 10.4.1 Relocation of the NOKAS facility; 10.4.2 Erection of a wall; 10.5 Management review and judgement. Decision; 10.6 DiscussionChapter 11 Risk analysis process for municipalities |
| Record Nr. | UNINA-9910131575003321 |
|
Aven Terje
|
||
| Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk analysis / / Terje Aven
| Risk analysis / / Terje Aven |
| Autore | Aven Terje |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2015 |
| Descrizione fisica | 1 online resource (212 p.) |
| Disciplina | 338.5 |
| Soggetto topico |
Risk assessment - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models Analyse des risques risk management Modèles mathématiques |
| ISBN |
1-119-05782-5
1-119-05781-7 1-119-05780-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title Page; Copyright; Contents; Preface; Chapter 1 What is a risk analysis?; 1.1 Why risk analysis?; 1.2 Risk management; 1.2.1 Decision-making under uncertainty; 1.3 Examples: decision situations; 1.3.1 Risk analysis for a tunnel; 1.3.2 Risk analysis for an offshore installation; 1.3.3 Risk analysis related to a cash depot; Chapter 2 What is risk?; 2.1 The risk concept and its description; 2.2 Vulnerability; 2.3 How to describe risk quantitatively; 2.3.1 Description of risk in a financial context; 2.3.2 Description of risk in a safety context; 2.4 Qualitative judgementsChapter 3 The risk analysis process: planning3.1 Problem definition; 3.2 Selection of analysis method; 3.2.1 Checklist-based approach; 3.2.2 Risk-based approach; Chapter 4 The risk analysis process: risk assessment; 4.1 Identification of initiating events; 4.2 Cause analysis; 4.3 Consequence analysis; 4.4 Probabilities and uncertainties; 4.5 Risk picture: risk presentation; 4.5.1 Handling the background knowledge; 4.5.2 Risk evaluation; Chapter 5 The risk analysis process: risk treatment; 5.1 Comparisons of alternatives; 5.1.1 How to assess measures?; 5.2 Management review and judgementChapter 6 Risk analysis methods6.1 Coarse risk analysis; 6.2 Job safety analysis; 6.3 Failure modes and effects analysis; 6.3.1 Strengths and weaknesses of an FMEA; 6.4 Hazard and operability studies; 6.5 SWIFT; 6.6 Fault tree analysis; 6.6.1 Qualitative analysis; 6.6.2 Quantitative analysis; 6.7 Event tree analysis; 6.7.1 Barrier block diagrams; 6.8 Bayesian networks; 6.9 Monte Carlo simulation; Chapter 7 Safety measures for a road tunnel; 7.1 Planning; 7.1.1 Problem definition; 7.1.2 Selection of analysis method; 7.2 Risk assessment; 7.2.1 Identification of initiating events7.2.2 Cause analysis7.2.3 Consequence analysis; 7.2.4 Risk picture; 7.3 Risk treatment; 7.3.1 Comparison of alternatives; 7.3.2 Management review and decision; Chapter 8 Risk analysis process for an offshore installation; 8.1 Planning; 8.1.1 Problem definition; 8.1.2 Selection of analysis method; 8.2 Risk analysis; 8.2.1 Hazard identification; 8.2.2 Cause analysis; 8.2.3 Consequence analysis; 8.3 Risk picture and comparison of alternatives; 8.4 Management review and judgement; Chapter 9 Production assurance; 9.1 Planning; 9.2 Risk analysis; 9.2.1 Identification of failures9.2.2 Cause analysis9.2.3 Consequence analysis; 9.3 Risk picture and comparison of alternatives; 9.4 Management review and judgement. Decision; Chapter 10 Risk analysis process for a cash depot; 10.1 Planning; 10.1.1 Problem definition; 10.1.2 Selection of analysis method; 10.2 Risk analysis; 10.2.1 Identification of hazards and threats; 10.2.2 Cause analysis; 10.2.3 Consequence analysis; 10.3 Risk picture; 10.4 Risk-reducing measures; 10.4.1 Relocation of the NOKAS facility; 10.4.2 Erection of a wall; 10.5 Management review and judgement. Decision; 10.6 DiscussionChapter 11 Risk analysis process for municipalities |
| Record Nr. | UNINA-9910830233303321 |
|
Aven Terje
|
||
| Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk analysis / / Terje Aven
| Risk analysis / / Terje Aven |
| Autore | Aven Terje |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2015 |
| Descrizione fisica | 1 online resource (212 p.) |
| Disciplina | 338.5 |
| Soggetto topico |
Risk assessment - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models Analyse des risques risk management Modèles mathématiques |
| ISBN |
9781119057826
1119057825 9781119057819 1119057817 9781119057802 1119057809 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title Page; Copyright; Contents; Preface; Chapter 1 What is a risk analysis?; 1.1 Why risk analysis?; 1.2 Risk management; 1.2.1 Decision-making under uncertainty; 1.3 Examples: decision situations; 1.3.1 Risk analysis for a tunnel; 1.3.2 Risk analysis for an offshore installation; 1.3.3 Risk analysis related to a cash depot; Chapter 2 What is risk?; 2.1 The risk concept and its description; 2.2 Vulnerability; 2.3 How to describe risk quantitatively; 2.3.1 Description of risk in a financial context; 2.3.2 Description of risk in a safety context; 2.4 Qualitative judgementsChapter 3 The risk analysis process: planning3.1 Problem definition; 3.2 Selection of analysis method; 3.2.1 Checklist-based approach; 3.2.2 Risk-based approach; Chapter 4 The risk analysis process: risk assessment; 4.1 Identification of initiating events; 4.2 Cause analysis; 4.3 Consequence analysis; 4.4 Probabilities and uncertainties; 4.5 Risk picture: risk presentation; 4.5.1 Handling the background knowledge; 4.5.2 Risk evaluation; Chapter 5 The risk analysis process: risk treatment; 5.1 Comparisons of alternatives; 5.1.1 How to assess measures?; 5.2 Management review and judgementChapter 6 Risk analysis methods6.1 Coarse risk analysis; 6.2 Job safety analysis; 6.3 Failure modes and effects analysis; 6.3.1 Strengths and weaknesses of an FMEA; 6.4 Hazard and operability studies; 6.5 SWIFT; 6.6 Fault tree analysis; 6.6.1 Qualitative analysis; 6.6.2 Quantitative analysis; 6.7 Event tree analysis; 6.7.1 Barrier block diagrams; 6.8 Bayesian networks; 6.9 Monte Carlo simulation; Chapter 7 Safety measures for a road tunnel; 7.1 Planning; 7.1.1 Problem definition; 7.1.2 Selection of analysis method; 7.2 Risk assessment; 7.2.1 Identification of initiating events7.2.2 Cause analysis7.2.3 Consequence analysis; 7.2.4 Risk picture; 7.3 Risk treatment; 7.3.1 Comparison of alternatives; 7.3.2 Management review and decision; Chapter 8 Risk analysis process for an offshore installation; 8.1 Planning; 8.1.1 Problem definition; 8.1.2 Selection of analysis method; 8.2 Risk analysis; 8.2.1 Hazard identification; 8.2.2 Cause analysis; 8.2.3 Consequence analysis; 8.3 Risk picture and comparison of alternatives; 8.4 Management review and judgement; Chapter 9 Production assurance; 9.1 Planning; 9.2 Risk analysis; 9.2.1 Identification of failures9.2.2 Cause analysis9.2.3 Consequence analysis; 9.3 Risk picture and comparison of alternatives; 9.4 Management review and judgement. Decision; Chapter 10 Risk analysis process for a cash depot; 10.1 Planning; 10.1.1 Problem definition; 10.1.2 Selection of analysis method; 10.2 Risk analysis; 10.2.1 Identification of hazards and threats; 10.2.2 Cause analysis; 10.2.3 Consequence analysis; 10.3 Risk picture; 10.4 Risk-reducing measures; 10.4.1 Relocation of the NOKAS facility; 10.4.2 Erection of a wall; 10.5 Management review and judgement. Decision; 10.6 DiscussionChapter 11 Risk analysis process for municipalities |
| Record Nr. | UNINA-9911019292603321 |
|
Aven Terje
|
||
| Chichester, West Sussex, United Kingdom : , : John Wiley & Sons, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk analysis : assessing uncertainties beyond expected values and probabilities / / Terje Aven
| Risk analysis : assessing uncertainties beyond expected values and probabilities / / Terje Aven |
| Autore | Aven T (Terje) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 |
| Descrizione fisica | 1 online resource (206 p.) |
| Disciplina | 338.5 |
| Soggetto topico |
Risk assessment - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models |
| ISBN |
1-282-34856-6
9786612348563 0-470-69443-2 0-470-69442-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Risk Analysis; Contents; Preface; Part I Theory and methods; 1 What is a risk analysis?; 1.1 Why risk analysis?; 1.2 Risk management; 1.2.1 Decision-making under uncertainty; 1.3 Examples: decision situations; 1.3.1 Risk analysis for a tunnel; 1.3.2 Risk analysis for an offshore installation; 1.3.3 Risk analysis related to a cash depot; 2 What is risk?; 2.1 Vulnerability; 2.2 How to describe risk quantitatively; 2.2.1 Description of risk in a financial context; 2.2.2 Description of risk in a safety context; 3 The risk analysis process: planning; 3.1 Problem definition
3.2 Selection of analysis method 3.2.1 Checklist-based approach; 3.2.2 Risk-based approach; 4 The risk analysis process: risk assessment; 4.1 Identification of initiating events; 4.2 Cause analysis; 4.3 Consequence analysis; 4.4 Probabilities and uncertainties; 4.5 Risk picture: Risk presentation; 4.5.1 Sensitivity and robustness analyses; 4.5.2 Risk evaluation; 5 The risk analysis process: risk treatment; 5.1 Comparisons of alternatives; 5.1.1 How to assess measures?; 5.2 Management review and judgement; 6 Risk analysis methods; 6.1 Coarse risk analysis; 6.2 Job safety analysis 6.3 Failure modes and effects analysis 6.3.1 Strengths and weaknesses of an FMEA; 6.4 Hazard and operability studies; 6.5 SWIFT; 6.6 Fault tree analysis; 6.6.1 Qualitative analysis; 6.6.2 Quantitative analysis; 6.7 Event tree analysis; 6.7.1 Barrier block diagrams; 6.8 Bayesian networks; 6.9 Monte Carlo simulation; Part II Examples of applications; 7 Safety measures for a road tunnel; 7.1 Planning; 7.1.1 Problem definition; 7.1.2 Selection of analysis method; 7.2 Risk assessment; 7.2.1 Identification of initiating events; 7.2.2 Cause analysis; 7.2.3 Consequence analysis; 7.2.4 Risk picture 7.3 Risk treatment 7.3.1 Comparison of alternatives; 7.3.2 Management review and decision; 8 Risk analysis process for an offshore installation; 8.1 Planning; 8.1.1 Problem definition; 8.1.2 Selection of analysis method; 8.2 Risk analysis; 8.2.1 Hazard identification; 8.2.2 Cause analysis; 8.2.3 Consequence analysis; 8.3 Risk picture and comparison of alternatives; 8.4 Management review and judgement; 9 Production assurance; 9.1 Planning; 9.2 Risk analysis; 9.2.1 Identification of failures; 9.2.2 Cause analysis; 9.2.3 Consequence analysis; 9.3 Risk picture and comparison of alternatives 9.4 Management review and judgement. Decision 10 Risk analysis process for a cash depot; 10.1 Planning; 10.1.1 Problem definition; 10.1.2 Selection of analysis method; 10.2 Risk analysis; 10.2.1 Identification of hazards and threats; 10.2.2 Cause analysis; 10.2.3 Consequence analysis; 10.3 Risk picture; 10.4 Risk-reducing measures; 10.4.1 Relocation of the NOKAS facility; 10.4.2 Erection of a wall; 10.5 Management review and judgment. Decision; 10.6 Discussion; 11 Risk analysis process for municipalities; 11.1 Planning; 11.1.1 Problem definition; 11.1.2 Selection of analysis method 11.2 Risk assessment |
| Record Nr. | UNINA-9910144682803321 |
|
Aven T (Terje)
|
||
| Chichester, England ; ; Hoboken, NJ, : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk, uncertainty and the agricultural firm [[electronic resource] /] / by Charles B. Moss
| Risk, uncertainty and the agricultural firm [[electronic resource] /] / by Charles B. Moss |
| Autore | Moss Charles B (Charles Britt) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, 2009 |
| Descrizione fisica | 1 online resource (308 p.) |
| Disciplina | 630.68/4 |
| Soggetto topico |
Farm management - Decision making - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-76156-0
9786612761560 981-4287-63-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Dedication; Preface; Contents; 1. Introduction; 2. Probability Theory - A Mathematical Basis for Making Decisions Under Risk and Uncertainty; 3. Expected Utility - The Economic Basis of Decision Making Under Risk; 4. Risk Aversion in the Large and Small; 5. Portfolio Theory and Decision Making Under Risk; 6. Whole Farm-Planning Models; 7. Risk Efficiency Approaches - Stochastic Dominance; 8. Dynamic Decision Rules and the Value of Information; 9. Market Models of Decision Making under Risk; 10. Option Pricing Approaches to Risk
11. State Contingent Production Model: The Stochastic Production Set12. Risk, Uncertainty, and the Agricultural Firm - A Summary and Outlook; Appendix A. Measure Theory and the Justification of Random Variables; Appendix B. Derivation of the Moments of the Inverse Hyperbolic Sine Distribution; Appendix C. Numerical Techniques for Applied Optimization and Solution of Nonlinear Systems of Equations; Appendix D. An Axiomatic Development of Expected Utility; Appendix E. A GAMS Program to Select Optimal Portfolios Appendix F. R Program to Derive Optimum Portfolio with and without a Risk-Free AssetAppendix G. Program to Compute the Efficient Frontier with and without a Risk-Free Asset; Appendix H. GAMS Program for the Portfolio Problem; Bibliography; Index |
| Record Nr. | UNINA-9910456128403321 |
|
Moss Charles B (Charles Britt)
|
||
| Hackensack, NJ, : World Scientific, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk, uncertainty and the agricultural firm [[electronic resource] /] / by Charles B. Moss
| Risk, uncertainty and the agricultural firm [[electronic resource] /] / by Charles B. Moss |
| Autore | Moss Charles B (Charles Britt) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hackensack, NJ, : World Scientific, 2009 |
| Descrizione fisica | 1 online resource (308 p.) |
| Disciplina | 630.68/4 |
| Soggetto topico |
Farm management - Decision making - Mathematical models
Risk - Mathematical models Uncertainty - Mathematical models |
| ISBN |
1-282-76156-0
9786612761560 981-4287-63-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Dedication; Preface; Contents; 1. Introduction; 2. Probability Theory - A Mathematical Basis for Making Decisions Under Risk and Uncertainty; 3. Expected Utility - The Economic Basis of Decision Making Under Risk; 4. Risk Aversion in the Large and Small; 5. Portfolio Theory and Decision Making Under Risk; 6. Whole Farm-Planning Models; 7. Risk Efficiency Approaches - Stochastic Dominance; 8. Dynamic Decision Rules and the Value of Information; 9. Market Models of Decision Making under Risk; 10. Option Pricing Approaches to Risk
11. State Contingent Production Model: The Stochastic Production Set12. Risk, Uncertainty, and the Agricultural Firm - A Summary and Outlook; Appendix A. Measure Theory and the Justification of Random Variables; Appendix B. Derivation of the Moments of the Inverse Hyperbolic Sine Distribution; Appendix C. Numerical Techniques for Applied Optimization and Solution of Nonlinear Systems of Equations; Appendix D. An Axiomatic Development of Expected Utility; Appendix E. A GAMS Program to Select Optimal Portfolios Appendix F. R Program to Derive Optimum Portfolio with and without a Risk-Free AssetAppendix G. Program to Compute the Efficient Frontier with and without a Risk-Free Asset; Appendix H. GAMS Program for the Portfolio Problem; Bibliography; Index |
| Record Nr. | UNINA-9910780880703321 |
|
Moss Charles B (Charles Britt)
|
||
| Hackensack, NJ, : World Scientific, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Tests of the foreign exchange risk premium using the expected second moments implied by option pricing [[electronic resource] /] / by Richard K. Lyons
| Tests of the foreign exchange risk premium using the expected second moments implied by option pricing [[electronic resource] /] / by Richard K. Lyons |
| Autore | Lyons Richard K |
| Pubbl/distr/stampa | [Washington, D.C.] : , : [Board of Governors of the Federal Reserve System], , [1986] |
| Descrizione fisica | 1 online resource (40 pages) : illustrations |
| Collana | International finance discussion papers |
| Soggetto topico |
Foreign exchange - Mathematical models
Foreign exchange futures - Mathematical models Risk - Mathematical models Options (Finance) - Prices - Mathematical models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910702225203321 |
|
Lyons Richard K
|
||
| [Washington, D.C.] : , : [Board of Governors of the Federal Reserve System], , [1986] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
