（Ｊａｐａｎｅｓｅ）
A5判・並製
82頁・本体2000円　税込価格2100円
ISBN978-4-87259-276-4　C3333　[2009]

（Ｅｎｇｌｉｓｈ）
82pp sb 2,100yen
ISBN 978-4-27259-276-4 C3333　[2009]

【Contents】

1 Classical results
1.1 Early contributions to porfolio ＆ risk
1.2 Origins of stochastic programming

2 Multistage stochastic programs
2.1 Multistage ＆ multiperiod stochastic programs
2.2 Horizon and stages
2.3 stochastic programs in portfolio optimization
　
3 Methods of output analysis
3.1 The considered structure of the problem
3.2 Asymptotic results for sample-based problems
3.3 Quantitative stability results
3.4 Contamination technique
3.5 The minimax approach

4 Risk management
4.1 Financial risks
4.2 Quantification
4.3 Value at Risk and Conditional Value at Risk
4.4 Stress testing