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Computational Methods in Decision-Making, Economics and Finance

  • Erricos John Kontoghiorghes
  • Berc Rustem
  • Stavros Siokos

Part of the Applied Optimization book series (APOP, volume 74)

Table of contents

  1. Front Matter
    Pages i-xxi
  2. Optimization Models

    1. Front Matter
      Pages 1-1
    2. John M. Mulvey, Koray D. Simsek
      Pages 15-33
    3. Nalan Gulpinar, Berc Rustem, Reuben Settergren
      Pages 35-47
    4. Berc Rustem, Reuben Settergren
      Pages 77-88
    5. Oswaldo L. V. Costa, Rodrigo de Barros Nabholz
      Pages 89-107
    6. Alejandro Balbás, Alfredo Ibáñez
      Pages 139-165
    7. Michael Haliassos, Christis Hassapis
      Pages 185-212
    8. Ming-Yang Kao, Andreas Nolte, Stephen R. Tate
      Pages 213-230
    9. Paveena Chaovalitwongse, H. Edwin Romeijn, Panos M. Pardalos
      Pages 231-248
    10. L. C. G. Rogers, E. J. Stapleton
      Pages 249-269
    11. H. Windcliff, P. A. Forsyth, K. R. Vetzal, W. J. Morland
      Pages 271-296
    12. Christian H. Bischof, H. Martin Bücker, Bruno Lang
      Pages 297-310
  3. Equilibria, Modelling and Pricing

    1. Front Matter
      Pages 311-311
    2. Giovanni Barone-Adesi, Ghulam Sorwar
      Pages 313-324
    3. Jaksa Cvitanić, Levon Goukasian, Fernando Zapatero
      Pages 339-353
    4. Arjun Chatrath, Bahram Adrangi, Kanwalroop K. Dhanda
      Pages 355-377
    5. I. E. Diakoulakis, D. E. Koulouriotis, D. M. Emiris
      Pages 379-403
    6. Paolo Foschi, Lucien Garin, Erricos J. Kontoghiorghes
      Pages 405-427
    7. Karhan Akcoglu, James Aspnes, Bhaskar DasGupta, Ming-Yang Kao
      Pages 455-479
    8. Anna Nagurney, June Dong, Patricia L. Mokhtarian
      Pages 501-523
    9. Ding Zhang, Alfred Ntoko, June Dong
      Pages 525-539
    10. Francesco Bartolucci, Giovanni De Luca
      Pages 541-556
    11. Gilles Zumbach, Olivier V. Pictet, Oliver Masutti
      Pages 557-581
    12. Lynda Khalaf, Maral Kichian
      Pages 583-603
    13. K. Kosmidou, G. Papadimitriou, M. Doumpos, C. Zopounidis
      Pages 605-622
  4. Back Matter
    Pages 623-626

About this book

Introduction

Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.

Keywords

Monte Carlo Simulation Simulation Stochastic Optimization Stochastic Programming algorithms calculus genetic programming linear optimization modeling optimization programming

Editors and affiliations

  • Erricos John Kontoghiorghes
    • 1
  • Berc Rustem
    • 2
  • Stavros Siokos
    • 3
  1. 1.Université de NeuchâtelSwitzerland
  2. 2.Imperial College of ScienceTechnology & MedicineUK
  3. 3.Citigroup Corporate & Investment BankUK

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-3613-7
  • Copyright Information Springer-Verlag US 2002
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-5230-1
  • Online ISBN 978-1-4757-3613-7
  • Series Print ISSN 1384-6485
  • Buy this book on publisher's site