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In The Bible of Options Strategies, Second Edition, legendary
options trader Guy Cohen systematically presents today's most
effective strategies for trading options: how and why they work,
when they're appropriate and inappropriate, and how to use each one
responsibly and with confidence. Updated throughout, this edition
contains new chapters assessing the current options landscape,
discussing margin collateral issues, and introducing Cohen's
exceptionally valuable OVI indicators. The Bible of Options
Strategies, Second Edition is practical from start to finish:
modular, easy to navigate, and thoroughly cross-referenced, so you
can find what you need fast, and act before your opportunity
disappears. Cohen systematically covers every key area of options
strategy: income strategies, volatility strategies, sideways market
strategies, leveraged strategies, and synthetic strategies. Even
the most complex techniques are explained with unsurpassed clarity
- making them accessible to any trader with even modest options
experience. More than an incredible value, this is the definitive
reference to contemporary options trading: the one book you need by
your side whenever you trade. For all options traders with at least
some experience.
The focus of the present volume is stochastic optimization of
dynamical systems in discrete time where - by concentrating on the
role of information regarding optimization problems - it discusses
the related discretization issues. There is a growing need to
tackle uncertainty in applications of optimization. For example the
massive introduction of renewable energies in power systems
challenges traditional ways to manage them. This book lays out
basic and advanced tools to handle and numerically solve such
problems and thereby is building a bridge between Stochastic
Programming and Stochastic Control. It is intended for graduates
readers and scholars in optimization or stochastic control, as well
as engineers with a background in applied mathematics.
The focus of the present volume is stochastic optimization of
dynamical systems in discrete time where - by concentrating on the
role of information regarding optimization problems - it discusses
the related discretization issues. There is a growing need to
tackle uncertainty in applications of optimization. For example the
massive introduction of renewable energies in power systems
challenges traditional ways to manage them. This book lays out
basic and advanced tools to handle and numerically solve such
problems and thereby is building a bridge between Stochastic
Programming and Stochastic Control. It is intended for graduates
readers and scholars in optimization or stochastic control, as well
as engineers with a background in applied mathematics.
The conference, coorganized by INRIA and Ecole des Mines de Paris,
focuses on Discrete Event Systems (DES) and is aimed at engineers,
scientists and mathematicians working in the fields of Automatic
Control, Operations Research and Statistics who are interested in
the modelling, analysis and optimization of DES. Various methods
such as Automata theory, Petri nets, etc. are proposed to describe
and analyze such systems. Comparison of these different
mathematical approaches and the global confrontation of theoretical
approaches with applications in manufacturing, telecommunications,
parallel computing, transportation, etc. are the goals of the
conference.
Ce livre considere le traitement de problemes d'optimisation de
grande taille. L'idee est d'eclater le probleme d'optimisation
global en sous-problemes plus petits, donc plus faciles a resoudre,
chacun impliquant l'un des sous-systemes (decomposition), mais sans
renoncer a obtenir l'optimum global, ce qui necessite d'utiliser
une procedure iterative (coordination). Ce sujet a fait l'objet de
plusieurs livres publies dans les annees 70 dans le contexte de
l'optimisation deterministe. Nous presentans ici les principes
essentiels et methodes de decomposition-coordination au travers de
situations typiques, puis nous proposons un cadre general qui
permet de construire des algorithmes corrects et d'etudier leur
convergence. Cette theorie est presentee aussi bien dans le
contexte de l'optimisation deterministe que stochastique. Ce
materiel a ete enseigne par les auteurs dans divers cours de 3eme
cycle et egalement mis en oeuvre dans de nombreuses applications
industrielles. Des exercices et problemes avec corriges illustrent
le potentiel de cette approche. This book discusses large-scale
optimization problems involving systems made up of interconnected
subsystems. The main viewpoint is to break down the overall
optimization problem into smaller, easier-to-solve subproblems,
each involving one subsystem (decomposition), without sacrificing
the objective of achieving the global optimum, which requires an
iterative process (coordination). This topic emerged in the 70's in
the context of deterministic optimization. The present book
describes the main principles and methods of
decomposition-coordination using typical situations, then proposes
a general framework that makes it possible to construct
well-behaved algorithms and to study their convergence. This theory
is presented in the context of deterministic as well as stochastic
optimization, and has been taught by the authors in graduate
courses and implemented in numerous industrial applications. The
book also provides exercises and problems with answers to
illustrate the potential of this approach.
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