Chapter 11 Robust Currency Management

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Chapter 11 Robust Currency Management

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"Chapter 11 Robust Currency Management". Algorithms for Worst-Case Design and Applications to Risk Management, Princeton: Princeton University Press, 2009, pp. 341-380. https://doi.org/10.1515/9781400825110.341

(2009). Chapter 11 Robust Currency Management. In Algorithms for Worst-Case Design and Applications to Risk Management (pp. 341-380). Princeton: Princeton University Press. https://doi.org/10.1515/9781400825110.341

2009. Chapter 11 Robust Currency Management. Algorithms for Worst-Case Design and Applications to Risk Management. Princeton: Princeton University Press, pp. 341-380. https://doi.org/10.1515/9781400825110.341

"Chapter 11 Robust Currency Management" In Algorithms for Worst-Case Design and Applications to Risk Management, 341-380. Princeton: Princeton University Press, 2009. https://doi.org/10.1515/9781400825110.341

Chapter 11 Robust Currency Management. In: Algorithms for Worst-Case Design and Applications to Risk Management. Princeton: Princeton University Press; 2009. p.341-380. https://doi.org/10.1515/9781400825110.341

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Chapters in this book

Frontmatter i
Contents vii
Preface xiii
Chapter 1. Introduction to Minimax 1
Chapter 2. A Survey Of Continuous Minimax Algorithms 23
Chapter 3. Algorithms For Computing Saddle Points 37
Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax 63
Chapter 5. Numerical Experiments With Continuous Minimax Algorithms 93
Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios 121
Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models 139
Chapter 8. A Continuous Minimax Strategy For Options Hedging 179
Chapter 9. Minimax and Asset Allocation Problems 247
Chapter 10. Asset/Liability Management Under Uncertainty 291
Chapter 11 Robust Currency Management 341
Index 381

This chapter is in the book Algorithms for Worst-Case Design and Applications to Risk Management

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https://doi.org/10.1515/9781400825110.341

Chapters in this book

Frontmatter i
Contents vii
Preface xiii
Chapter 1. Introduction to Minimax 1
Chapter 2. A Survey Of Continuous Minimax Algorithms 23
Chapter 3. Algorithms For Computing Saddle Points 37
Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax 63
Chapter 5. Numerical Experiments With Continuous Minimax Algorithms 93
Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios 121
Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models 139
Chapter 8. A Continuous Minimax Strategy For Options Hedging 179
Chapter 9. Minimax and Asset Allocation Problems 247
Chapter 10. Asset/Liability Management Under Uncertainty 291
Chapter 11 Robust Currency Management 341
Index 381

Princeton University Press

Chapter 11 Robust Currency Management

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Chapters in this book

Chapters in this book

Chapters in this book