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Computational Methods in Decision-Making, Economics and Finance on Hardback
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Computational Methods in Decision-Making, Economics and Finance

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Description

Computing has become essential for the modelling, 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. Optimization is at the core of rational decision making. Even when the decision-maker has more than one goal or there is significant uncertainty in the system, optimization provides a rational framework for efficient decisions. The Markowitz mean-variance formulation is a classical example.
Release date NZ
August 31st, 2002
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Contributors
  • Edited by B. Rustem
  • Edited by Erricos John Kontoghiorghes
  • Edited by S. Siokos
Illustrations
XXII, 626 p.
Pages
626
Dimensions
178x254x34
ISBN-13
9781402008399
Product ID
2438715

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