Statistical decision problems : selected concepts and portfolio safeguard case studies

By:

Zabarankin Michael [author]

Contributor(s):

Usyasev, Stan [co-author]

Material type:

TextLanguage: English Publication details: New York : Springer, 2014.Description: xiv, 249p. : illISBN:

9781461484707

Subject(s):

Other classification:

B28 Q4

Summary: 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.

Item type:

Textual

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Holdings
Cover image	Item type	Current library	Home library	Collection	Shelving location	Call number	Materials specified	Vol info	URL	Copy number	Status	Notes	Date due	Barcode	Item holds	Item hold queue priority	Course reserves
	Textual	Central Science Library	Central Science Library			B28 Q4 (Browse shelf(Opens below))					Available			SL1598110

References 241-244p.; Index 245-249p.

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.

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