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Peter A. Buhrd efficient computation of an important class of financial portfolio risk measures, known as . (SR). Unlike the current industry standard . (VaR), convex risk measures such as SR are sensitive to the tails of loss distributions and provide financial institutions with incentives to diversify properly
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Textbook 2016s are supporting these methodologies with new control structures, such as the concurrency constructs discussed in this textbook. Most computers now contain multi-threading and multi-cores, while multiple processors and distributed systems are ubiquitous — all of which require advanced programming me
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Peter A. Buhrr an environment of supply disruption are investigated. Besides, the authors study the dynamic inventory control problems with cash flow constraints, financing decisions as well as delayed cash payment. In addi978-1-4614-2989-0978-1-4614-0511-5Series ISSN 0884-8289 Series E-ISSN 2214-7934
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constructs discussed in this textbook. Most computers now contain multi-threading and multi-cores, while multiple processors and distributed systems are ubiquitous — all of which require advanced programming me978-3-319-79830-1978-3-319-25703-7
observatory
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