Télécharger le livre :  Algorithmic Aspects of Discrete Choice in Convex Optimization
This book develops a framework to analyze algorithmic aspects of discrete choice models in convex optimization. The central aspect is to derive new prox-functions from discrete choice surplus functions, which are then incorporated into convex optimization schemes. The...

Editeur : Springer Spektrum
Parution : 2024-11-18
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics PDF, ePub

63,29

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Télécharger le livre :  Nested Simulations: Theory and Application
Maximilian Klein analyses nested Monte Carlo simulations for the approximation of conditional expected values. Thereby, the book deals with two general risk functional classes for conditional expected values, on the one hand the class of moment-based estimators (notable...

Editeur : Springer Spektrum
Parution : 2024-03-26
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics PDF, ePub

73,84

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Télécharger le livre :  High-Frequency Statistics with Asynchronous and Irregular Data
Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations. Such methods are much needed in practice as real data usually comes in irregular...

Editeur : Springer Spektrum
Parution : 2019-11-05
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics PDF

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Télécharger le livre :  An Accelerated Solution Method for Two-Stage Stochastic Models in Disaster Management
Emilia Graß develops a solution method which can provide fast and near-optimal solutions to realistic large-scale two-stage stochastic problems in disaster management. The author proposes a specialized interior-point method to accelerate the standard L-shaped algorithm....

Editeur : Springer Spektrum
Parution : 2018-11-02
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics PDF

52,74

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Télécharger le livre :  Modelling German Covered Bonds
Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into...

Editeur : Springer Spektrum
Parution : 2018-10-10
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics PDF

63,29

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Télécharger le livre :  Replizierende Portfolios in der Lebensversicherung
Jan Natolski behandelt die Problematik der Quantifizierung des Risikokapitals aus einer theoretischen Perspektive, die in wertvolle Impulse für die praktische Handhabung mündet. Dies ist ein wichtiger Schritt, da Versicherungsunternehmen durch die Richtlinie Solvency II...

Editeur : Springer Spektrum
Parution : 2017-11-30
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics PDF

39,43

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