Statistical Decision Problems : Selected Concepts and Portfolio Safeguard Case Studies
- 種類:
- 電子ブック
- 責任表示:
- by Michael Zabarankin, Stan Uryasev
- 出版情報:
- New York, NY : Springer New York : Imprint: Springer, 2014
- 著者名:
- シリーズ名:
- Springer Optimization and Its Applications ; 85
- ISBN:
- 9781461484714 [1461484715]
- 注記:
- 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 mathematic
- ローカル注記:
- 学内専用E-BOOKS (local access only)
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