Collected works of Marida Bertocchi

書誌事項

Collected works of Marida Bertocchi

edited by Rita L. D'Ecclesia, Stavros A. Zenios, William T. Ziemba

(World Scientific handbook in financial economic series, v. 8)

World Scientific, c2020

  • : hc

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注記

Includes bibliographical references and indexes

内容説明・目次

内容説明

The volume provides information on the career and life of Marida Bertocchi, and is representative of her broad research interests on the development of numerical algorithms and their applications in energy, finance and logistics. It includes some of her early publications, her significant papers on the development and application of stochastic optimization to financial and logistics problems, and her later work on robust optimization for risk management in renewable energy systems, finance and logistics and modelling mortality risk.

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