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Applications of Stochastic Optimal Control to Economics and Finance
| Applications of Stochastic Optimal Control to Economics and Finance |
| Autore | Federico Salvatore |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (210 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
debt crisis
government debt management optimal government debt ceiling government debt ratio stochastic control decision analysis risk management Bayesian learning Markowitz problem optimal portfolio portfolio selection Markov additive processes Markov regime switching market Markovian jump securities asymptotic arbitrage complete market multiple optimal stopping general diffusion real option analysis energy imbalance market optimal reinsurance excess-of-loss reinsurance Hamilton-Jacobi-Bellman equation stochastic factor model American options least square method derivatives pricing binomial tree stochastic interest rates quadrinomial tree insurance unemployment optimal stopping geometric Brownian motion martingale free boundary problem American call option utility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557761803321 |
Federico Salvatore
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bayes Factors for Forensic Decision Analyses with R [[electronic resource] /] / by Silvia Bozza, Franco Taroni, Alex Biedermann
| Bayes Factors for Forensic Decision Analyses with R [[electronic resource] /] / by Silvia Bozza, Franco Taroni, Alex Biedermann |
| Autore | Bozza Silvia |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2022 |
| Descrizione fisica | 1 online resource (XII, 187 p. 22 illus., 5 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Texts in Statistics |
| Soggetto topico |
Statistics
Mathematical statistics—Data processing Forensic sciences Medical jurisprudence Forensic psychology Social sciences—Statistical methods Statistical Theory and Methods Statistics and Computing Forensic Science Forensic Medicine Forensic Psychology Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy Estadística bayesiana Processament de dades Criminalística R (Llenguatge de programació) |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Bayes factor
scientific evidence decision making forensic science uncertainty management probability theory forensic decision analysis Bayesian modeling R Bayesian statistics probabilistic inference |
| ISBN | 3-031-09839-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1: Introduction to the Bayes factor and decision analysis -- Chapter 2: Bayes factor for model choice -- Chapter 3: Bayes factor for evaluative purposes -- Chapter 4: Bayes factor for investigative purposes. |
| Record Nr. | UNISA-996495166503316 |
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Bozza Silvia
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| Cham, : Springer Nature, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Bayes Factors for Forensic Decision Analyses with R / / by Silvia Bozza, Franco Taroni, Alex Biedermann
| Bayes Factors for Forensic Decision Analyses with R / / by Silvia Bozza, Franco Taroni, Alex Biedermann |
| Autore | Bozza Silvia |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham, : Springer Nature, 2022 |
| Descrizione fisica | 1 online resource (XII, 187 p. 22 illus., 5 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Texts in Statistics |
| Soggetto topico |
Statistics
Mathematical statistics—Data processing Forensic sciences Medical jurisprudence Forensic psychology Social sciences—Statistical methods Statistical Theory and Methods Statistics and Computing Forensic Science Forensic Medicine Forensic Psychology Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy Estadística bayesiana Processament de dades Criminalística R (Llenguatge de programació) |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Bayes factor
scientific evidence decision making forensic science uncertainty management probability theory forensic decision analysis Bayesian modeling R Bayesian statistics probabilistic inference |
| ISBN | 3-031-09839-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1: Introduction to the Bayes factor and decision analysis -- Chapter 2: Bayes factor for model choice -- Chapter 3: Bayes factor for evaluative purposes -- Chapter 4: Bayes factor for investigative purposes. |
| Record Nr. | UNINA-9910623993803321 |
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Bozza Silvia
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| Cham, : Springer Nature, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Decision analysis for managers [[electronic resource] ] : a guide for making better personal and business decisions / / David Charlesworth
| Decision analysis for managers [[electronic resource] ] : a guide for making better personal and business decisions / / David Charlesworth |
| Autore | Charlesworth David |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 |
| Descrizione fisica | 1 online resource (150 p.) |
| Disciplina | 658.403 |
| Collana | Quantitative approaches to decision making collection |
| Soggetto topico | Decision making |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
decision analysis
decision and risk analysis (D&RA) making decisions personal decision making business decision making trade-offs decision framing strategic decision making uncertainty risk decision making under uncertainty portfolio analysis |
| ISBN |
1-299-35598-6
1-60649-489-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Acknowledgments -- Preface -- What is decision analysis? And why should I care? -- How to start framing a DA problem: how can we work together? -- The objectives hierarchy: what do we want? -- Decisions and alternatives: what can we do? -- Influence diagrams: what do we know? -- Uncertainty assessment: the boundary between known and unknown -- Building a deterministic model: time to run the numbers -- Tornado diagrams: figuring out what is important -- Cumulative probability: looking at the range of outcomes -- Value of information: how much is it worth to know? -- Multiattribute decision analysis: there's more to life than money -- Other topics: more things to think about -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910452729303321 |
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Charlesworth David
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| [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Decision analysis for managers [[electronic resource] ] : a guide for making better personal and business decisions / / David Charlesworth
| Decision analysis for managers [[electronic resource] ] : a guide for making better personal and business decisions / / David Charlesworth |
| Autore | Charlesworth David |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 |
| Descrizione fisica | 1 online resource (150 p.) |
| Disciplina | 658.403 |
| Collana | Quantitative approaches to decision making collection |
| Soggetto topico | Decision making |
| Soggetto non controllato |
decision analysis
decision and risk analysis (D&RA) making decisions personal decision making business decision making trade-offs decision framing strategic decision making uncertainty risk decision making under uncertainty portfolio analysis |
| ISBN |
1-299-35598-6
1-60649-489-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Acknowledgments -- Preface -- What is decision analysis? And why should I care? -- How to start framing a DA problem: how can we work together? -- The objectives hierarchy: what do we want? -- Decisions and alternatives: what can we do? -- Influence diagrams: what do we know? -- Uncertainty assessment: the boundary between known and unknown -- Building a deterministic model: time to run the numbers -- Tornado diagrams: figuring out what is important -- Cumulative probability: looking at the range of outcomes -- Value of information: how much is it worth to know? -- Multiattribute decision analysis: there's more to life than money -- Other topics: more things to think about -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910779579003321 |
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Charlesworth David
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| [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Multi-objective decision analysis [[electronic resource] ] : managing trade-offs and uncertainty / / Clinton W. Brownley
| Multi-objective decision analysis [[electronic resource] ] : managing trade-offs and uncertainty / / Clinton W. Brownley |
| Autore | Brownley Clinton W |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 |
| Descrizione fisica | 1 online resource (174 p.) |
| Disciplina | 658.403 |
| Collana | Quantitative approaches to decision making collection |
| Soggetto topico | Multiple criteria decision making |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
decision making
decision analysis decision modeling strategic decisions business decisions how to decide trade-offs multiobjective values weights value functions objectives measures alternatives uncertainty probability discrete continuous linear exponential expected value utility expected utility risk tolerance certainty equivalents |
| ISBN |
1-299-40714-5
1-60649-453-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Acknowledgments -- 1. Introduction to multiobjective decision analysis -- 2. Structuring objectives and developing alternatives -- 3. Value functions and preference weights -- 4. Uncertainty: probability distributions and expected value -- 5. Uncertainty: risk tolerance and expected utility -- 6. Multiobjective decision analysis under uncertainty -- 7. Conclusion -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910452388103321 |
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Brownley Clinton W
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| [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Multi-objective decision analysis [[electronic resource] ] : managing trade-offs and uncertainty / / Clinton W. Brownley
| Multi-objective decision analysis [[electronic resource] ] : managing trade-offs and uncertainty / / Clinton W. Brownley |
| Autore | Brownley Clinton W |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 |
| Descrizione fisica | 1 online resource (174 p.) |
| Disciplina | 658.403 |
| Collana | Quantitative approaches to decision making collection |
| Soggetto topico | Multiple criteria decision making |
| Soggetto non controllato |
decision making
decision analysis decision modeling strategic decisions business decisions how to decide trade-offs multiobjective values weights value functions objectives measures alternatives uncertainty probability discrete continuous linear exponential expected value utility expected utility risk tolerance certainty equivalents |
| ISBN |
1-299-40714-5
1-60649-453-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Acknowledgments -- 1. Introduction to multiobjective decision analysis -- 2. Structuring objectives and developing alternatives -- 3. Value functions and preference weights -- 4. Uncertainty: probability distributions and expected value -- 5. Uncertainty: risk tolerance and expected utility -- 6. Multiobjective decision analysis under uncertainty -- 7. Conclusion -- Notes -- References -- Index. |
| Record Nr. | UNINA-9910779409803321 |
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Brownley Clinton W
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| [New York, N.Y.] (222 East 46th Street, New York, NY 10017), : Business Expert Press, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Operational research
| Operational research |
| Pubbl/distr/stampa | Berlin : , : Springer, , 2008- |
| Disciplina | 003 |
| Soggetto topico |
Operations research
Recherche opérationnelle Economics |
| Soggetto genere / forma |
periodicals.
Periodicals. Périodiques. |
| Soggetto non controllato |
Economics
operationeel onderzoek operations research optimalisatiemethoden optimization methods systeemanalyse systems analysis bedrijfsvoering management programmeren programming analyse van besluiten decision analysis wiskunde mathematics Operations Research Operationeel onderzoek |
| ISSN | 1866-1505 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910307953603321 |
| Berlin : , : Springer, , 2008- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Operational research
| Operational research |
| Pubbl/distr/stampa | Berlin : , : Springer, , 2008- |
| Disciplina | 003 |
| Soggetto topico |
Operations research
Recherche opérationnelle Economics |
| Soggetto genere / forma |
periodicals.
Periodicals. Périodiques. |
| Soggetto non controllato |
Economics
operationeel onderzoek operations research optimalisatiemethoden optimization methods systeemanalyse systems analysis bedrijfsvoering management programmeren programming analyse van besluiten decision analysis wiskunde mathematics Operations Research Operationeel onderzoek |
| ISSN | 1866-1505 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996218529303316 |
| Berlin : , : Springer, , 2008- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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