Handbook of Recent Advances in Commodity and Financial Modeling
Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets
This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts, emphasizing common methodological approaches arising in the areas of interest: - Part I: Optimization techniques - Part II: Pricing and Valuation - Part III: Risk Modeling < The book presents to a wide community of Academics and Practitioners a selection of theoretical and applied contributions on topics that have rece…
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Produktdetails
Weitere Autoren: Stefani, Silvana (Hrsg.) / Zambruno, Giovanni (Hrsg.)
- ISBN: 978-3-319-61320-8
- EAN: 9783319613208
- Produktnummer: 24245323
- Verlag: Springer
- Sprache: Englisch
- Erscheinungsjahr: 2017
- Plattform: PDF
- Masse: 7'423 KB
Über den Autor
Giorgio Consigli is an Associate Professor, Department of Management, Economics and Quantitative Methods at the University of Bergamo, Italy. His research interests include stochastic modeling of financial and commodity markets, applied stochastic optimization to long term financial planning problems, approximation methods for large scale optimization and financial engineering applications. He has been Member of the International Commission on Stochastic Programming (COSP) from 2007 to 2013 and since 2014 he is Coordinator of the EURO working Group on Stochastic Optimization. He received his undergraduate degree in Economics (Honors) at the University of Rome, La Sapienza, where he also earned his MS in Banking, and earned his Ph.D. in Mathematics at Cambridge University, where he was supervised by M.A.H. Dempster. He is a Springer author.Silvana Stefani has been a Full Professor of Mathematics Applied to Economics and Finance at the University of Milan, Bicocca, since 2000. Her main research activities are in Discrete Mathematics applied to economics and finance; Stochastic Processes applied to finance and energy series; Energy and environmental markets; and Ranking and journal classification using fuzzy statistical techniques. She has published several books in both English and Italian (one with Springer). Giovanni Zambruno is a Full Professor at the University of Milan, Bicocca, Department of Statistics and Quantitative Methods. His research interests are Financial Mathematics, Applied Calculus, and Economics. He has been President of the Faculty Council of the MSc program in Economics and Finance since 2002, and was Coordinator of the Doctoral program in Mathematical Finance from 2005-2013.
8 weitere Werke von Giorgio (Hrsg.) Consigli:
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