{"product_id":"9783319823966","title":"International Series in Operations Research \u0026 Management Science","description":"\u003ch1\u003eInternational Series in Operations Research \u0026amp; Management Science\u003c\/h1\u003e \u003ch2\u003eConsigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo\u003c\/h2\u003e \u003cp\u003eThe scope of this volume is primarily to analyze from different methodological perspectives  similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have  been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of  the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management.\u003c\/p\u003e\u003cp\u003eThe volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:\u003c\/p\u003e\u003cdiv\u003e\u003cul\u003e\n\u003cli\u003eStrong benchmarking philosophy, with contributors explicitly asked to underline current limits and desirable developments in their areas.\u003cbr\u003e\n\u003c\/li\u003e\n\u003cli\u003eTheoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applications\u003cbr\u003e\n\u003c\/li\u003e\n\u003cli\u003eThe inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods.\u003cbr\u003e\n\u003c\/li\u003e\n\u003cli\u003eVariety of applications: rarely is itpossible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems.\u003cbr\u003e\n\u003c\/li\u003e\n\u003cli\u003eClear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.\u003c\/li\u003e\n\u003c\/ul\u003e\u003c\/div\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2018-04-22\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319823966\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-41613-7\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 298\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45378488041612,"sku":"9783319823966","price":152.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319823966.jpg?v=1775004946","url":"https:\/\/lateknightbooks.com\/products\/9783319823966","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}