Téléchargez le livre : Statistical Decision Problems

Statistical Decision Problems

Selected Concepts and Portfolio Safeguard Case Studies de

,

Éditeur :

Springer


Collection :

Springer Optimization and Its Applications

Paru le : 2013-12-16

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
52,74 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. The case studies cover a broad area of topics and the authors include links with source code and data, a very helpful tool for the reader. In its core, the text demonstrates how to use different factors to formulate statistical decision problems arising in various risk management applications, such as optimal hedging, portfolio optimization, cash flow matching, classification, and more.
 
The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, stochastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.
Pages
249 pages
Collection
Springer Optimization and Its Applications
Parution
2013-12-16
Marque
Springer
EAN papier
9781461484707
EAN EPUB
9781461484714
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
24
Taille du fichier
2785 Ko
Prix
52,74 €

Suggestions personnalisées