<p>书名Optimisation, Econometric and Financial Analysis<br/>作者Erricos John Kontoghiorghes, Cristian Gatu&nbsp; <br/>丛书 Advances in Computational Management Science <br/>ISSN 1388-4301 <br/>学科 Economics/Management Science, Finance /Banking, Optimization, Quantitative Finance and Computing Methodologies <br/>卷 Volume 9 <br/>学科 Economics/Management Science, Finance /Banking, Optimization, Quantitative Finance and Computing Methodologies <br/>出版社 Springer Berlin Heidelberg <br/>DOI 10.1007/3-540-36626-1 <br/>版权 2007 </p><p>&nbsp;<img height="448" src="http://www.springerlink.com.ezlibproxy.unisa.edu.au/content/q1v83u/cover-large.gif" width="336" border="0" style="WIDTH: 336px; HEIGHT: 448px;" alt=""/></p><p>Contents<br/>Part I Optimisation Models and Methods<br/>A Supply Chain Network Perspective<br/>for Electric Power Generation, Supply, Transmission,<br/>and Consumption<br/>Anna Nagurney, Dmytro Matsypura . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3<br/>Worst-Case Modelling for Management Decisions<br/>under Incomplete Information,<br/>with Application to Electricity Spot Markets<br/>Mercedes Esteban-Bravo, Berc Rustem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29<br/>An Approximate Winner Determination Algorithm<br/>for Hybrid Procurement Mechanisms in Logistics<br/>Chetan Yadati, Carlos A.S. Oliveira, Panos M. Pardalos . . . . . . . . . . . . . . 51<br/>Proximal-ACCPM: A Versatile Oracle Based<br/>Optimisation Method<br/>Fr&acute;ed&acute;eric Babonneau, Cesar Beltran, Alain Haurie, Claude Tadonki,<br/>Jean-Philippe Vial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67<br/>A Survey of Different Integer Programming Formulations<br/>of the Travelling Salesman Problem<br/>A.J. Orman, H.P. Williams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91<br/>Part II Econometric Modelling and Prediction<br/>The Threshold Accepting Optimisation Algorithm<br/>in Economics and Statistics<br/>Peter Winker, Dietmar Maringer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107<br/>X Contents<br/>The Autocorrelation Functions in SETARMA Models<br/>Alessandra Amendola, Marcella Niglio, Cosimo Vitale . . . . . . . . . . . . . . . . 127<br/>Trend Estimation and De-Trending<br/>Stephen Pollock . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143<br/>Non-Dyadic Wavelet Analysis<br/>Stephen Pollock, Iolanda Lo Cascio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167<br/>Measuring Core Inflation<br/>by Multivariate Structural Time Series Models<br/>Tommaso Proietti . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205<br/>Part III Financial Modelling<br/>Random Portfolios for Performance Measurement<br/>Patrick Burns . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227<br/>Real Options with Random Controls, Rare Events,<br/>and Risk-to-Ruin<br/>Nicos Koussis, Spiros H. Martzoukos, Lenos Trigeorgis . . . . . . . . . . . . . . . 251<br/>Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273</p><p>免费下载好书，各位下载后不要忘记顶一下此贴</p><p></p>