Handbook of Recent Advances in Commodity and Financial Modeling: Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets in Operations Research & Management Science)
| Author | : | |
| Rating | : | 4.12 (913 Votes) |
| Asin | : | 3319613189 |
| Format Type | : | paperback |
| Number of Pages | : | 325 Pages |
| Publish Date | : | 2015-12-18 |
| Language | : | English |
DESCRIPTION:
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. Dempster. 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. Giorgio Consigli is an Associate Professor, Department of Manag
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. Within a structure based on the three parts, it presents recent state-of-the-art and original works related to:- The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk; - Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic
Within a structure based on the three parts, it presents recent state-of-the-art and original works related to:- The adoption of multi-criteria and dynamic optimization approaches in financial and insurance markets in presence of market stress and growing systemic risk;- Decision paradigms, based on behavioral finance or factor-based, or more classical stochastic optimization techniques, applied to portfolio selection problems including new asset classes such as alternative investments;- Risk measurement methodologies, including model risk assessment