The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.
The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.
Del 8 - WORLD SCIENTIFIC HANDBOOK IN FINANCIAL ECONOMICS SERIES
The volume provides information on the career and life of Marida Bertocchi, and is representative of her broad research interests on the development of numerical algorithms and their applications in energy, finance and logistics. It includes some of her early publications, her significant papers on the development and application of stochastic optimization to financial and logistics problems, and her later work on robust optimization for risk management in renewable energy systems, finance and logistics and modelling mortality risk.
Del 8 - WORLD SCIENTIFIC HANDBOOK IN FINANCIAL ECONOMICS SERIES
The volume provides information on the career and life of Marida Bertocchi, and is representative of her broad research interests on the development of numerical algorithms and their applications in energy, finance and logistics. It includes some of her early publications, her significant papers on the development and application of stochastic optimization to financial and logistics problems, and her later work on robust optimization for risk management in renewable energy systems, finance and logistics and modelling mortality risk.