Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

• The book introduces the key ideas behind practical nonlinear optimization. • Computational finance—an increasingly popular area of mathematics degree programmes—is combined here with the study of an important class of numerical techniques. • The financial content of the book is designed to be relevant and interesting to specialists. However, this material—which occupies about one-third of the text—is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. • The essentials of most currently popular algorithms are described and their performance is demonstrated on a range of optimization problems arising in financial mathematics. • Theoretical convergence properties of methods are stated and formal proofs are provided in enough cases to be instructive rather than overwhelming. • Practical behaviour of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. • Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes). • The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision. Audience The book is aimed at lecturers and students (undergraduate and postgraduate) in mathematics, computational finance and related subjects. It is also useful for researchers and practitioners who need a good introduction to nonlinear optimization.

Nonlinear programming. --- Mathematical optimization. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Programming (Mathematics) --- Electronic data processing. --- Computer science --- Finance. --- Numerical analysis. --- Optimization. --- Operations Research, Management Science. --- Numeric Computing. --- Computational Mathematics and Numerical Analysis. --- Finance, general. --- Numerical Analysis. --- Mathematics. --- Funding --- Funds --- Economics --- Currency question --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- ADP (Data processing) --- Automatic data processing --- Data processing --- EDP (Data processing) --- IDP (Data processing) --- Integrated data processing --- Computers --- Office practice --- Mathematics --- Automation --- Mathematical optimization --- Nonlinear programming --- Optimisation mathematique --- Programmation non lineaire --- dataverwerking --- lineaire programmering --- mathematische modellen, toegepast op economie --- portfoliobeheer --- Operations research. --- Management science. --- Computer mathematics. --- Quantitative business analysis --- Management --- Problem solving --- Statistical decision --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Operations Research, Management Science . --- Financial Economics. --- Data processing.

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The lives of Catullus and Horace overlap by a dozen years in the first century BC. Yet, though they are the undisputed masters of the lyric voice in Roman poetry, Horace directly mentions his great predecessor, Catullus, only once, and this reference has often been taken as mocking. In fact, Horace's allusion, far from disparaging Catullus, pays him a discreet compliment by suggesting the challenge that his accomplishment presented to his successors, including Horace himself. In Poetic Interplay, the first book-length study of Catullus's influence on Horace, Michael Putnam shows that the earlier poet was probably the single most important source of inspiration for Horace's Odes, the later author's magnum opus. Except in some half-dozen poems, Catullus is not, technically, writing lyric because his favored meters do not fall into that category. Nonetheless, however disparate their preferred genres and their stylistic usage, Horace found in the poetry of Catullus, whatever its mode of presentation, a constant stimulus for his imagination. And, despite the differences between the two poets, Putnam's close readings reveal that many of Horace's poems echo Catullus verbally, thematically, or both. By illustrating how Horace often found his own voice even as he acknowledged Catullus's genius, Putnam guides us to a deeper appreciation of the earlier poet as well.

Helen of Troy (Greek mythology) in literature. --- Influence (Literary, artistic, etc.). --- Odes, Latin --- Hélène (Mythologie grecque) dans la littérature --- Influence littéraire, artistique, etc. --- Odes latines --- History and criticism. --- Histoire et critique --- Horace --- Catullus, Gaius Valerius --- Virgil --- Knowledge --- Literature. --- Influence. --- In literature. --- Rome --- Rome dans la littérature --- Helen of Troy (Greek mythology) in literature --- Influence (Literary, artistic, etc.) --- Odes --- History and criticism --- Literature --- Influence --- In literature --- Hélène (Mythologie grecque) dans la littérature --- Influence littéraire, artistique, etc. --- Rome dans la littérature --- Artistic impact --- Artistic influence --- Impact (Literary, artistic, etc.) --- Literary impact --- Literary influence --- Literary tradition --- Tradition (Literature) --- Vergil --- Virgile --- Virgilio Máron, Publio --- Virgilius Maro, Publius --- Vergili Maronis, Publius --- Catul --- Catull --- Catulle --- Catulli, C. Valerii --- Catullo, Gaio Valerio --- Catullus, C. Valerius --- Catullus, Gaius Valerius, --- Catullus, Gajus Valerius --- Catulo --- Katull, Gaǐ Valeriǐ --- Katullus, Kaius Valerius --- Valerio Cátulo, Cayo --- Катулл --- Orazio --- Horacij Flakk, Kvint --- Epic poetry, Latin (Medieval and modern) --- Astyanax (Legendary character) --- Jason (Greek mythology) --- Poésie épique latine médiévale et moderne --- Astyanax (Personnage légendaire) --- Enée (Personnage légendaire) --- Jason (Mythologie grecque) --- Vegio, Maffeo, --- Anthony, --- Poésie épique latine médiévale et moderne --- Astyanax (Personnage légendaire) --- Enée (Personnage légendaire) --- Lyric poetry --- Poetry --- Art --- Influence (Psychology) --- Intermediality --- Intertextuality --- Originality in literature --- Helen, --- Elena, --- Helena, --- Helenē, --- Yelena, --- 海伦 , --- ヘレネー, --- הלנה, --- העלענע, --- 헬레네, --- Хелена, --- Єлена, --- Елена , --- هلن, --- هيلين, --- Ἑλένη, --- Aeneas (Legendary character) --- Latin epic poetry, Medieval and modern --- Latin poetry, Medieval and modern --- Scamandrius (Legendary character) --- Legends --- Veggius, Mapheus, --- Vegius, Mapheus, --- Anbā Anṭūnīyūs, --- Anthony the Abbot, --- Antoine, --- Antoniĭ Velikiĭ, --- Antonio, --- Antonius, --- Antonius Magnus, --- Antony, --- Qiddīs Anṭūnīyūs, --- قديس مصر أنطونيوس --- Horatius Flaccus, Quintus --- Vergilius Maro, Publius --- in literature. --- Horatius Flaccus, Q. --- Translations into English. --- Poetry. --- Traductions anglaises --- Poésie --- Virgilius Maro, Publius, --- Virgilio Marone, P., --- Vergilīĭ, --- Virgile, --- Vergílio, --- Wergiliusz, --- Vergilīĭ Maron, P. --- Vergilīĭ Maron, Publīĭ, --- Verhiliĭ Maron, P., --- Vergil, --- Virgilio, --- Virgilīĭ, --- Virgilius Maro, P., --- Virgil Maro, P., --- ווירגיל, --- וירגיליוס, --- ורגיליוס, --- מרו, פובליוס ורגיליוס, --- فرجيل, --- Pseudo-Virgil, --- Pseudo Virgilio, --- Virgilio Marón, Publio, --- Bhārjila, --- Vergilius Maro, P. --- Vergilius --- Virgilio Marone, P. --- Vergilīĭ --- Vergílio --- Wergiliusz --- Vergilīĭ Maron, Publīĭ --- Verhiliĭ Maron, P. --- Virgilio --- Virgilius Maro, P. --- Virgil Maro, P. --- Pseudo-Virgil --- Pseudo Virgilio --- Virgilio Marón, Publio --- Bhārjila --- Catullus, Caius Valerius --- Aeneas --- Jason --- Helen --- Anton, --- Gorat︠s︡īĭ --- Gorat︠s︡iĭ Flakk, Kvint --- Horacij --- Horacio, --- Horacio Flaco, Q. --- Horacjusz --- Horacjusz Flakkus, Kwintus --- Horacy --- Horaṭiyos --- Horaṭiyus --- Horats --- Horaz --- Khorat︠s︡iĭ --- Khorat︠s︡iĭ Flak, Kvint --- Orazio Flacco, Quinto --- הוראציוס --- הורטיוס --- Odes - History and criticism --- Horace - Knowledge - Literature --- Catullus, Gaius Valerius - Influence --- Virgil - In literature --- Rome - In literature --- Marone, Publio Virgilio --- Vegio, Maffeo

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology.  Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods, and Markov decision processes. This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners, and graduate students in the business/engineering fields of operations research, management science, operations management, and stochastic control, as well as in economics/finance and computer science.

Economics/Management Science. --- Operation Research/Decision Theory. --- Simulation and Modeling. --- Operations Research, Management Science. --- Game Theory/Mathematical Methods. --- Economics. --- Computer simulation. --- Economics, Mathematical. --- Operations research. --- Economie politique --- Simulation par ordinateur --- Mathématiques économiques --- Recherche opérationnelle --- Management --- Business & Economics --- Management Theory --- Simulation methods --- Discrete-time systems --- DES (System analysis) --- Discrete event systems --- Sampled-data systems --- Simulation techniques --- System simulation --- Business. --- Decision making. --- Management science. --- Economic theory. --- Business and Management. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Digital control systems --- System analysis --- Linear time invariant systems --- Operations research --- Systems engineering --- Models and modelmaking --- Operations Research/Decision Theory. --- Economic theory --- Political economy --- Social sciences --- Economic man --- Computer modeling --- Computer models --- Modeling, Computer --- Models, Computer --- Simulation, Computer --- Electromechanical analogies --- Mathematical models --- Model-integrated computing --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Discrete mathematics --- Quantitative business analysis --- Problem solving --- Statistical decision --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management decisions --- Choice (Psychology) --- Decision making

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

All too often, when investors go in search of investment advice, they are met with television personalities and so-called investment “gurus” who do little more than push the latest and greatest scheme to retire rich. Your retirement funds—in the form of IRAs, 401(k)s, SEP or Simple IRAs, and other plans you can direct to some degree—are, however, far too precious to bet on the latest scheme, trend, or tip you heard at a party. In Invest Like an Institution: Professional Strategies for Funding a Successful Retirement, Michael Schlachter provides individual investors with the tools they need to build a portfolio that not only protects their wealth but helps it grow for the long term. Result? A comfortable retirement in which you can pursue your dreams and check “bucket list” items off at your leisure. As an advisor to large pension funds and endowments, Michael Schlachter counts among his clients the elite. Institutional investors like the retirement systems of states and major companies, as well as the largest university endowments, are among the few that consistently outperform the market. Sure, average retail investors can't make the same types of private deals in real estate, private equity, or hedge funds that institutional investors use to reap large returns or offset market volatility. But as this book demonstrates, you can replicate in your own portfolio the very same diversification strategies that large funds employ to achieve long-term gains. To that end, Invest Like an Institution shows how to build a portfolio that is every bit as diversified and risk-controlled as a multi-billion-dollar institutional fund—and a portfolio more likely to result in a happy, financially secure retirement.   Filled with easy-to-implement guidelines that will put you on the path to financial success without encouraging you to chase trends, take on unneeded risks, or spend unnecessary fees, Invest Like an Institution analyzes:  Why asset allocation and consistent retirement contributions are the single largest determinant of your success or failure The merits of a global portfolio versus those of a home country–biased portfolio How newer investment strategies are used by institutional investors to supplement a well-diversified portfolio Why fixed income investments are not as safe as most investors think and how to understand their role in your portfolio The best alternative asset classes that are readily available to individual investors Invest Like an Institution will help ensure that your investments are positioned for long-term growth under any market conditions. Follow its advice, and you can better achieve a prime goal we all share: retiring with a substantial nest egg.  .

Economics. --- Economics/Management Science. --- Business/Management Science, general. --- Finance --- Commerce --- Management --- Business & Economics --- Investment & Speculation --- Local Commerce --- Management Theory --- Finance. --- Investments. --- Funding --- Funds --- Investing --- Investment management --- Portfolio --- Business. --- Management science. --- Business and Management. --- Business and Management, general. --- Quantitative business analysis --- Problem solving --- Operations research --- Statistical decision --- Trade --- Economics --- Industrial management --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Currency question --- Retirement income --- Planning.

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

"Chekhov's keen powers of observation have been remarked by both memoirists who knew him well and scholars who approach him only through the written record and across the distance of many decades. To apprehend Chekhov means seeing how Chekhov sees, and the author's remarkable vision is understood as deriving from his occupational or professional training and identity. But we have failed to register, let alone understand, just what a central concern for Chekhov himself, and how deeply problematic, were precisely issues of seeing and being seen."-from the IntroductionMichael C. Finke explodes a century of critical truisms concerning Chekhov's objective eye and what being a physician gave him as a writer in a book that foregrounds the deeply subjective and self-reflexive aspects of his fiction and drama. In exploring previously unrecognized seams between the author's life and his verbal art, Finke profoundly alters and deepens our understanding of Chekhov's personality and behaviors, provides startling new interpretations of a broad array of Chekhov's texts, and fleshes out Chekhov's simultaneous pride in his identity as a physician and devastating critique of turn-of-the-century medical practices and ideologies. Seeing Chekhov is essential reading for students of Russian literature, devotees of the short story and modern drama, and anyone interested in the intersection of literature, psychology, and medicine.

Dreams in literature. --- Evolution (Biology) in literature. --- Identity (Philosophical concept) in literature. --- Self in literature. --- Chekhov, Anton Pavlovich, --- Darwin, Charles, --- Criticism and interpretation. --- Influence.