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About this product
- DescriptionThis book presents contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. Coverage also extends to theoretical and computational issues.
- Author BiographyGiorgio Consigli is an Associate Professor, Department of Mathematics, Statistics and Computer Science at the University of Bergamo, Italy. He has been Director the University's FinMonitor Research Centre since 2006, and was elected Member of the International Commission on Stochastic Programming (COSP) in 2007. He received his undergraduate degree in Economics (Honors) at the University of Rome, La Sapienza, where he also earned his MS in Banking, and earned his Ph.D. in Mathematics at Cambridge University, where he was supervised by M.A.H. Dempster. Marida Bertocchi has been a Full Professor in Financial Mathematics at University of Bergamo since 1992. She was Dean of the Faculty of Economics and Business Administration from November 1996 to October 2002 and scientific coordinator of the PhD program in Computational Methods for Economic and Financial Forecasting and Decision Making since 1992. She acted as a member of the accreditation committee for the Government of Cyprus. She was referee in the EEC Vth framework and she is currently referee for the EEC VIth framework. Michael A. H. Dempster is Professor Emeritus at the Statistical Laboratory, Centre for Mathematical Sciences, Cambridge University. He earned an MA at Oxford University and an MS and Ph.D. at Carnegie Mellon University, and founded the Centre for Financial Research at the Judge Business School at Cambridge. He is currently Managing Director of Cambridge Systems Associates, Ltd., a financial services consultancy. He is author, editor, or translator of 11 books, including the now out of print Large-Scale Linear Programming with George B. Dantzig and Markku Kallio (1981).
- PublisherSpringer-Verlag New York Inc.
- Date of Publication15/09/2011
- GenreManagement & Business: General
- Series TitleInternational Series in Operations Research & Management Science
- Series Part/Volume Number163
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Note74 black & white tables, biography
- Weight906 g
- Width155 mm
- Height235 mm
- Spine30 mm
- Edited byGiorgio Consigli,Marida Bertocchi,Michael A. H. Dempster
- Edition Statement2012
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