160,49 €*
Versandkostenfrei per Post / DHL
Aktuell nicht verfügbar
The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:
Theoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applications
The inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods.
Variety of applications: rarely is itpossible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems.
Clear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.
The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:
Theoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applications
The inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods.
Variety of applications: rarely is itpossible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems.
Clear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.
Giorgio Consigli is currently professor of applied mathematics in economics and finance at the University of Bergamo. Dr. Consigli is Coordinator of the Stochastic Programming technical section within the Italian OR society and Board Member of the European Working Groups of Stochastic Programming and Commodity and Financial Modelling within the European OR society. He is Research Fellow of the School of Mathematical Studies of the University of Cambridge (UK) and the UK Institute of Mathematics and Applications (FIMA).
He holds an honours degree in Economics at the University La Sapienza in Rome, a Diploma in Financial intermediation in the same University and a PhD in mathematics at the University of Essex in the UK.
Dr. Consigli has a substantial cooperation and R&D record with the insurance and financial industry in Italy and Internationally on the development of advanced tools for risk management and asset-liability management. Throughout the years hemaintained an active cooperation with the academic and scientific communities specifically in the areas of stochastic optimization, financial modelling, risk modelling and static and dynamic portfolio selection. He is associate editor of the J of Management Mathematics (OUP), the J of Computational Management Science (Springer), the J of Financial Engineering and Risk Management (Inderscience), Quantitative Finance Letters (Taylor and Francis).
Daniel Kuhn holds the Chair of Risk Analytics and Optimization at EPFL. Before joining EPFL, he was a faculty member at Imperial College London (2007-2013) and a postdoctoral researcher at Stanford University (2005-2006). He received a PhD in Economics from the University of St. Gallen in 2004 and an MSc in Theoretical Physics from ETH Zurich in 1999. His research interests revolve around robust optimization and stochastic programming.
Paolo Brandimarte is full professor of quantitative methods at the Department of Mathematical Sciences of Politecnico di Torino, where he teaches Financial Engineering and Business Analytics. He is also adjunct professor at ESCP Europe. His primary research interests are in the application of optimization and statistical modelling to finance and supply chain management. He has written/edited more than ten books on these subjects.
First collection of state-of-the-art financial optimization theoretical research
Excellent springboard for all future research
Editors and contributors are leaders in the field
Erscheinungsjahr: | 2016 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Reihe: | International Series in Operations Research & Management Science |
Inhalt: |
xix
298 S. 10 s/w Illustr. 39 farbige Illustr. 298 p. 49 illus. 39 illus. in color. |
ISBN-13: | 9783319416113 |
ISBN-10: | 3319416111 |
Sprache: | Englisch |
Herstellernummer: | 978-3-319-41611-3 |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: |
Consigli, Giorgio
Kuhn, Daniel Brandimarte, Paolo |
Redaktion: |
Consigli, Giorgio
Brandimarte, Paolo Kuhn, Daniel |
Herausgeber: | Giorgio Consigli/Daniel Kuhn/Paolo Brandimarte |
Auflage: | 1st ed. 2017 |
Hersteller: |
Springer Nature Switzerland
Springer International Publishing Springer International Publishing AG International Series in Operations Research & Management Science |
Maße: | 241 x 160 x 23 mm |
Von/Mit: | Giorgio Consigli (u. a.) |
Erscheinungsdatum: | 25.10.2016 |
Gewicht: | 0,647 kg |
Giorgio Consigli is currently professor of applied mathematics in economics and finance at the University of Bergamo. Dr. Consigli is Coordinator of the Stochastic Programming technical section within the Italian OR society and Board Member of the European Working Groups of Stochastic Programming and Commodity and Financial Modelling within the European OR society. He is Research Fellow of the School of Mathematical Studies of the University of Cambridge (UK) and the UK Institute of Mathematics and Applications (FIMA).
He holds an honours degree in Economics at the University La Sapienza in Rome, a Diploma in Financial intermediation in the same University and a PhD in mathematics at the University of Essex in the UK.
Dr. Consigli has a substantial cooperation and R&D record with the insurance and financial industry in Italy and Internationally on the development of advanced tools for risk management and asset-liability management. Throughout the years hemaintained an active cooperation with the academic and scientific communities specifically in the areas of stochastic optimization, financial modelling, risk modelling and static and dynamic portfolio selection. He is associate editor of the J of Management Mathematics (OUP), the J of Computational Management Science (Springer), the J of Financial Engineering and Risk Management (Inderscience), Quantitative Finance Letters (Taylor and Francis).
Daniel Kuhn holds the Chair of Risk Analytics and Optimization at EPFL. Before joining EPFL, he was a faculty member at Imperial College London (2007-2013) and a postdoctoral researcher at Stanford University (2005-2006). He received a PhD in Economics from the University of St. Gallen in 2004 and an MSc in Theoretical Physics from ETH Zurich in 1999. His research interests revolve around robust optimization and stochastic programming.
Paolo Brandimarte is full professor of quantitative methods at the Department of Mathematical Sciences of Politecnico di Torino, where he teaches Financial Engineering and Business Analytics. He is also adjunct professor at ESCP Europe. His primary research interests are in the application of optimization and statistical modelling to finance and supply chain management. He has written/edited more than ten books on these subjects.
First collection of state-of-the-art financial optimization theoretical research
Excellent springboard for all future research
Editors and contributors are leaders in the field
Erscheinungsjahr: | 2016 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Reihe: | International Series in Operations Research & Management Science |
Inhalt: |
xix
298 S. 10 s/w Illustr. 39 farbige Illustr. 298 p. 49 illus. 39 illus. in color. |
ISBN-13: | 9783319416113 |
ISBN-10: | 3319416111 |
Sprache: | Englisch |
Herstellernummer: | 978-3-319-41611-3 |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: |
Consigli, Giorgio
Kuhn, Daniel Brandimarte, Paolo |
Redaktion: |
Consigli, Giorgio
Brandimarte, Paolo Kuhn, Daniel |
Herausgeber: | Giorgio Consigli/Daniel Kuhn/Paolo Brandimarte |
Auflage: | 1st ed. 2017 |
Hersteller: |
Springer Nature Switzerland
Springer International Publishing Springer International Publishing AG International Series in Operations Research & Management Science |
Maße: | 241 x 160 x 23 mm |
Von/Mit: | Giorgio Consigli (u. a.) |
Erscheinungsdatum: | 25.10.2016 |
Gewicht: | 0,647 kg |