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Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | This book is the culmination of the authors¿ industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks. The related theoretical investigation leads to a significant extension of the scope of portfolio theories. The book combines practitioners¿ perspectives and mathematical rigor. For example, to guide the bank managers to trade off different Pareto efficient points, the topological structure of the Pareto efficient set is carefully analyzed. Moreover, on top of computing solutions, the authors focus the investigation on the qualitative properties of those solutions and their financial meanings. These relations, such as the role of duality, are most useful in helping bank managers to communicate their decisions to the different stakeholders. Finally, bank balance sheet management problems of varying levels of complexity are discussed to illustrate how to apply the central mathematical results. Although the primary motivation and application examples in this book are focused in the area of bank balance sheet management problems, the range of applications of the general portfolio theory is much wider. As a matter of fact, most financial problems involve multiple types of risks. Thus, the book is a good reference for financial practitioners in general and students who are interested in financial applications. This book can also serve as a nice example of a case study for applied mathematicians who are interested in engaging in industry-academic collaboration.

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | This book is the culmination of the authors¿ industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks. The related theoretical investigation leads to a significant extension of the scope of portfolio theories. The book combines practitioners¿ perspectives and mathematical rigor. For example, to guide the bank managers to trade off different Pareto efficient points, the topological structure of the Pareto efficient set is carefully analyzed. Moreover, on top of computing solutions, the authors focus the investigation on the qualitative properties of those solutions and their financial meanings. These relations, such as the role of duality, are most useful in helping bank managers to communicate their decisions to the different stakeholders. Finally, bank balance sheet management problems of varying levels of complexity are discussed to illustrate how to apply the central mathematical results. Although the primary motivation and application examples in this book are focused in the area of bank balance sheet management problems, the range of applications of the general portfolio theory is much wider. As a matter of fact, most financial problems involve multiple types of risks. Thus, the book is a good reference for financial practitioners in general and students who are interested in financial applications. This book can also serve as a nice example of a case study for applied mathematicians who are interested in engaging in industry-academic collaboration.

Revue trimestrielle. Paris, rédacteur en chef : Henri Deluy. Comité de rédaction : Olivier Cadiot, Emmanuel Hocquard, Bernard Vargaftig, Martine Broda, Charles Dobzynski, Pierre Lartigue, Jacques Roubaud, Lionel Ray, Alain Lance, etc. Un volume 13x21cm broché de 79 pages. Comprend un dossier sur les Lyriques latins, Bernard Heidsieck : "Mes brèves rencontres et "leurs" respirations", Huit poèmes de Francis Combes. Fondée au début des années 1950 à Marseille par Gérald Neveu, Action poétique est une des revues de poésie de la seconde moitié du XXème siècle en France qui connut la plus grande longévité. Animée par Henri Deluy, de 1958 jusqu'à sa dernière livraison en 2012 (210 numéros), Action poétique inscrit la poésie dans le champ théorique de la création française : désir de changer le monde, de s?ouvrir à lui, à travers des traductions défricheuses, et d?interroger la langue qui permet de lui donner forme. "Une des plus vastes encyclopédies de la poésie, couvrant tous les âges, tous les pays, de Gilgamesh à la poésie multimédia." (Jean-Yves Lacroix, Catalogue Revues, janvier 2019, p.4). Livres.