£75.91

Springer Probabilistic Constrained Optimization: Methodology and Applications: 49 (Nonconvex Optimization and Its Applications, 49)

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£76 today · all-time low £73 (Mar 2025) · usually the usual

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£89.99 £70.82 £75.00 £79.18 £83.37 £87.55 £91.73 09 June 2024 07 November 2024 08 April 2025 06 September 2025 05 February 2026

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427 days 17 days 40 days 112 days · current 11 days 0 107 214 320 427 £73 £74 £75 £76 £90 Days at Price

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Price range: £73 - £90

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Description

Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

Product Specifications

Format
Paperback
Domain
Amazon UK
Release Date
07 December 2010
Listed Since
14 June 2010

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